+462.3%
NFLX vs MCD
+204.7%
+257.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.0% |
| 7D | -2.8% | -1.9% | -0.9% | -2.1% |
| 30D | -8.6% | +16.6% | -25.2% | -13.9% |
| 3M | -13.7% | +0.9% | -14.7% | -14.2% |
| 6M | -24.5% | +1.5% | -25.9% | -25.0% |
| YTD | -31.2% | -8.3% | -22.8% | -29.2% |
| 1Y | -43.2% | -8.1% | -35.1% | -41.7% |
| 3Y | +44.3% | +10.3% | +34.0% | +35.4% |
| 5Y | -1.9% | +23.4% | -25.3% | -12.4% |
| 10Y | +462.3% | +205.9% | +256.4% | +343.6% |
| All | +462.3% | +204.7% | +257.6% | +343.6% |
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