-9.3%
MCD vs NVD
-5.2%
-4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -1.6% | +28.6% | -30.3% | -3.6% |
| 30D | +14.1% | +73.6% | -59.5% | +9.2% |
| 3M | +0.6% | +70.1% | -69.5% | -3.7% |
| 6M | 0.0% | +53.6% | -53.6% | -4.1% |
| YTD | -9.3% | -7.0% | -2.3% | -12.5% |
| 1Y | -9.3% | -9.0% | -0.3% | -12.6% |
| All | -9.3% | -5.2% | -4.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling