+7.3%
MCD vs NXT
+181.9%
-174.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | -6.1% | -17.2% | +11.1% | -6.0% |
| 3M | -7.3% | -32.0% | +24.7% | -6.9% |
| 6M | -20.9% | -15.8% | -5.2% | -21.1% |
| YTD | -14.7% | -1.9% | -12.8% | -15.2% |
| 1Y | -16.1% | +22.5% | -38.6% | -17.1% |
| 3Y | -1.5% | +100.5% | -102.0% | -5.7% |
| All | +7.3% | +181.9% | -174.7% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling