+0.8%
MCD vs NVDL
+2,480.8%
-2,479.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | -0.2% |
| 7D | -2.5% | -8.7% | +6.1% | -2.7% |
| 30D | -7.0% | -1.3% | -5.7% | -7.0% |
| 3M | -9.8% | +11.4% | -21.2% | -9.5% |
| 6M | -21.8% | +22.9% | -44.6% | -21.5% |
| YTD | -15.6% | +15.4% | -31.0% | -15.3% |
| 1Y | -15.2% | +18.8% | -33.9% | -14.8% |
| 3Y | -2.6% | +641.4% | -644.0% | -5.7% |
| All | +0.8% | +2,480.8% | -2,479.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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