+423.4%
NFLX vs MCD
+219.3%
+204.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | +2.6% | +5.9% | -3.4% | +0.3% |
| 30D | -9.0% | +19.6% | -28.7% | -15.2% |
| 3M | -13.7% | +3.3% | -17.0% | -14.9% |
| 6M | -26.9% | +3.5% | -30.4% | -28.0% |
| YTD | -31.8% | -6.1% | -25.7% | -30.4% |
| 1Y | -42.1% | -3.7% | -38.4% | -41.6% |
| 3Y | +47.0% | +13.4% | +33.6% | +36.4% |
| 5Y | -2.5% | +25.2% | -27.7% | -13.4% |
| 10Y | +423.4% | +211.3% | +212.1% | +287.1% |
| All | +423.4% | +219.3% | +204.1% | +287.1% |
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