+9.3%
MCD vs NTRA
+570.3%
-561.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -1.6% | -11.2% | +9.6% | -1.6% |
| 30D | +16.0% | -18.4% | +34.4% | +16.0% |
| 3M | 0.0% | +2.2% | -2.3% | -0.1% |
| 6M | +0.9% | +58.1% | -57.2% | +0.6% |
| YTD | -8.7% | +41.0% | -49.7% | -9.1% |
| 1Y | -8.6% | +54.1% | -62.7% | -9.0% |
| All | +9.3% | +570.3% | -561.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling