+18.0%
MCD vs NXT
+246.1%
-228.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | +15.1% | -9.2% | +5.8% |
| 30D | +19.6% | +21.8% | -2.2% | +19.3% |
| 3M | +3.3% | +1.6% | +1.7% | +3.1% |
| 6M | +3.5% | -16.7% | +20.2% | +3.5% |
| YTD | -6.1% | +20.4% | -26.5% | -7.0% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.2% |
| 3Y | +13.4% | +208.7% | -195.3% | +6.9% |
| All | +18.0% | +246.1% | -228.1% | +11.9% |
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