-42.2%
NFLX vs MCD
-6.8%
-35.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +2.1% | +7.1% | -5.0% | -0.7% |
| 30D | -9.0% | +19.8% | -28.8% | -15.2% |
| 3M | -14.0% | +0.8% | -14.8% | -15.1% |
| 6M | -28.2% | -1.3% | -26.9% | -29.1% |
| YTD | -32.4% | -7.8% | -24.6% | -31.5% |
| 1Y | -42.2% | -5.0% | -37.2% | -39.8% |
| All | -42.2% | -6.8% | -35.4% | -39.8% |
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