+157.4%
NBIS vs MCD
-16.7%
+174.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -2.5% |
| 7D | +17.8% | -2.9% | +20.6% | +13.9% |
| 30D | +30.5% | -6.7% | +37.3% | +20.6% |
| 3M | +9.2% | -9.6% | +18.7% | +1.2% |
| 6M | +153.2% | -22.3% | +175.5% | +109.7% |
| YTD | +187.1% | -15.4% | +202.6% | +156.7% |
| All | +157.4% | -16.7% | +174.1% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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