+277.9%
MCD vs NTRA
+1,694.1%
-1,416.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -1.6% | -11.2% | +9.6% | -0.9% |
| 30D | +16.0% | -18.4% | +34.4% | +17.4% |
| 3M | 0.0% | +2.2% | -2.3% | -0.5% |
| 6M | +0.9% | +58.1% | -57.2% | -2.8% |
| YTD | -8.7% | +41.0% | -49.7% | -11.7% |
| 1Y | -8.6% | +54.1% | -62.7% | -12.1% |
| 3Y | +9.9% | +590.9% | -581.1% | -7.1% |
| 5Y | +22.6% | +180.7% | -158.1% | +7.9% |
| 10Y | +204.6% | +2,796.3% | -2,591.7% | +117.8% |
| All | +277.9% | +1,694.1% | -1,416.2% | +170.9% |
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