-27.2%
NBIS vs MCD
+3.7%
-30.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.5% | -5.1% |
| 7D | -11.6% | +7.3% | -18.9% | -5.6% |
| 30D | -39.4% | +20.0% | -59.3% | -30.8% |
| 3M | -27.2% | +3.8% | -31.0% | -14.1% |
| All | -27.2% | +3.7% | -30.9% | -14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling