+76.6%
NFLX vs MCD
-0.9%
+77.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.1% |
| 7D | -4.2% | -2.8% | -1.4% | -3.7% |
| 30D | +5.5% | -6.0% | +11.5% | +6.6% |
| 3M | -4.1% | -5.6% | +1.5% | -3.1% |
| 6M | -20.7% | -21.9% | +1.2% | -18.4% |
| YTD | -16.5% | -14.7% | -1.8% | -14.6% |
| 1Y | -37.8% | -17.3% | -20.5% | -36.1% |
| All | +76.6% | -0.9% | +77.4% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling