-2.3%
MCD vs NVD
-99.2%
+96.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -6.7% | -9.3% | +2.5% | -6.6% |
| 3M | -9.6% | -22.1% | +12.5% | -9.2% |
| 6M | -22.3% | -45.8% | +23.5% | -21.7% |
| YTD | -15.4% | -46.7% | +31.3% | -14.8% |
| 1Y | -16.8% | -59.5% | +42.7% | -16.0% |
| 3Y | -2.4% | -99.2% | +96.8% | -2.4% |
| All | -2.3% | -99.2% | +96.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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