+5,982.8%
MCD vs NTRS
+7,620.4%
-1,637.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -6.1% | +0.1% | -6.3% | -6.2% |
| 3M | -7.3% | +9.8% | -17.1% | -9.5% |
| 6M | -20.9% | +34.7% | -55.6% | -26.7% |
| YTD | -14.7% | +37.4% | -52.0% | -21.5% |
| 1Y | -16.1% | +48.2% | -64.3% | -24.3% |
| 3Y | -1.5% | +163.5% | -165.0% | -24.3% |
| 5Y | +20.4% | +88.2% | -67.8% | -1.6% |
| 10Y | +180.0% | +246.8% | -66.8% | +90.0% |
| All | +5,982.8% | +7,620.4% | -1,637.6% | +1,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling