-2.8%
MCD vs NTRS
+165.3%
-168.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.5% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | -9.8% | +13.2% | -23.0% | -10.3% |
| 6M | -21.8% | +36.9% | -58.7% | -23.0% |
| YTD | -15.6% | +39.1% | -54.7% | -17.1% |
| 1Y | -15.2% | +50.4% | -65.6% | -17.2% |
| All | -2.8% | +165.3% | -168.1% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling