+409.0%
NFLX vs MCD
+213.9%
+195.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +2.1% | +7.1% | -5.0% | -0.6% |
| 30D | -9.0% | +19.8% | -28.8% | -15.2% |
| 3M | -14.0% | +0.8% | -14.8% | -14.3% |
| 6M | -28.2% | -1.3% | -26.9% | -27.9% |
| YTD | -32.4% | -7.8% | -24.6% | -30.5% |
| 1Y | -42.2% | -5.0% | -37.2% | -41.4% |
| 3Y | +45.9% | +10.5% | +35.3% | +36.8% |
| 5Y | -1.8% | +22.0% | -23.8% | -11.9% |
| All | +409.0% | +213.9% | +195.0% | +286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling