+1.9%
MCD vs NVDL
+2,772.7%
-2,770.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.5% |
| 7D | -2.8% | +11.7% | -14.5% | -2.7% |
| 30D | -6.0% | +7.8% | -13.9% | -5.8% |
| 3M | -5.6% | +3.3% | -8.9% | -5.4% |
| 6M | -21.9% | +38.9% | -60.7% | -21.4% |
| YTD | -14.7% | +28.5% | -43.2% | -14.3% |
| 1Y | -17.3% | +40.6% | -57.9% | -16.8% |
| 3Y | -2.2% | +648.7% | -650.9% | -4.9% |
| All | +1.9% | +2,772.7% | -2,770.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling