+253.1%
MCD vs NTRA
+1,723.2%
-1,470.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | +19.5% | -25.5% | -7.3% |
| 3M | -5.6% | +47.8% | -53.3% | -8.3% |
| 6M | -21.9% | +61.6% | -83.5% | -24.8% |
| YTD | -14.7% | +43.3% | -58.0% | -17.4% |
| 1Y | -17.3% | +97.0% | -114.3% | -21.7% |
| 3Y | -2.2% | +424.9% | -427.1% | -15.4% |
| 5Y | +20.3% | +165.2% | -144.9% | +6.5% |
| 10Y | +180.7% | +3,114.3% | -2,933.6% | +100.8% |
| All | +253.1% | +1,723.2% | -1,470.1% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling