-1.4%
MCD vs NVD
-99.2%
+97.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | 0.0% |
| 7D | -2.0% | -7.7% | +5.6% | -1.9% |
| 30D | -6.1% | -5.8% | -0.3% | -6.0% |
| 3M | -7.3% | -23.2% | +15.9% | -6.9% |
| 6M | -20.9% | -49.7% | +28.8% | -20.2% |
| YTD | -14.7% | -47.7% | +33.0% | -14.0% |
| 1Y | -16.1% | -61.3% | +45.2% | -15.3% |
| 3Y | -1.5% | -99.2% | +97.7% | -1.5% |
| All | -1.4% | -99.2% | +97.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling