+18.9%
MCD vs NTRS
+88.8%
-69.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | -7.0% | +0.2% | -7.2% | -7.1% |
| 3M | -9.8% | +13.2% | -23.0% | -11.2% |
| 6M | -21.8% | +36.9% | -58.7% | -25.0% |
| YTD | -15.6% | +39.1% | -54.7% | -19.4% |
| 1Y | -15.2% | +50.4% | -65.6% | -19.9% |
| 3Y | -2.6% | +166.8% | -169.4% | -17.4% |
| 5Y | +18.9% | +92.9% | -74.0% | +6.4% |
| All | +18.9% | +88.8% | -69.9% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling