+176.9%
MCD vs NTRS
+259.9%
-83.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -7.8% | -0.7% | -7.1% | -7.6% |
| 3M | -10.7% | +11.3% | -22.0% | -13.1% |
| 6M | -21.3% | +35.5% | -56.8% | -27.1% |
| YTD | -15.8% | +40.6% | -56.3% | -23.0% |
| 1Y | -16.0% | +49.2% | -65.2% | -24.5% |
| 3Y | -3.0% | +167.2% | -170.2% | -27.1% |
| 5Y | +18.6% | +94.9% | -76.3% | -4.6% |
| All | +176.9% | +259.9% | -83.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling