+52,774.0%
NFLX vs MCD
+1,647.1%
+51,126.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -0.3% | +7.3% | -7.5% | -3.6% |
| 30D | -10.0% | +20.0% | -30.0% | -17.7% |
| 3M | -17.1% | +3.8% | -20.9% | -18.7% |
| 6M | -27.7% | +3.8% | -31.4% | -29.1% |
| YTD | -32.5% | -5.9% | -26.7% | -30.8% |
| 1Y | -43.5% | -3.2% | -40.3% | -43.0% |
| 3Y | +41.4% | +13.3% | +28.2% | +29.1% |
| 5Y | -2.2% | +25.2% | -27.5% | -15.5% |
| 10Y | +448.1% | +213.3% | +234.7% | +179.3% |
| All | +52,774.0% | +1,647.1% | +51,126.8% | +8,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling