-39.3%
NFLX vs MCD
-3.6%
-35.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.5% | -1.8% | +2.0% |
| 7D | +7.1% | +11.9% | -4.8% | +2.4% |
| 30D | -1.6% | +20.2% | -21.9% | -8.4% |
| 3M | -9.8% | +5.2% | -14.9% | -12.2% |
| 6M | -27.1% | 0.0% | -27.1% | -28.4% |
| YTD | -29.2% | -6.5% | -22.7% | -28.9% |
| 1Y | -39.3% | -3.9% | -35.3% | -38.1% |
| All | -39.3% | -3.6% | -35.6% | -38.1% |
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 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