+8.6%
MCD vs NXT
+175.5%
-166.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -1.6% | -9.4% | +7.8% | -1.6% |
| 30D | +14.1% | +15.1% | -1.0% | +14.1% |
| 3M | +0.6% | -9.1% | +9.7% | +0.6% |
| 6M | 0.0% | -30.3% | +30.3% | +0.1% |
| YTD | -9.3% | +9.1% | -18.4% | -9.7% |
| 1Y | -9.3% | +7.9% | -17.2% | -9.7% |
| 3Y | +8.6% | +176.5% | -167.9% | +4.2% |
| All | +8.6% | +175.5% | -166.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling