-17.3%
MCD vs NXT
+26.2%
-43.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.8% |
| 30D | -6.0% | -15.3% | +9.3% | -6.3% |
| 3M | -5.6% | -43.8% | +38.2% | -6.2% |
| 6M | -21.9% | -18.7% | -3.2% | -22.2% |
| YTD | -14.7% | -3.0% | -11.7% | -15.2% |
| 1Y | -17.3% | +22.7% | -40.0% | -15.1% |
| All | -17.3% | +26.2% | -43.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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