-24.4%
NKE vs MCD
+181.1%
-205.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -5.5% | -2.5% | -3.0% | -4.1% |
| 30D | -10.4% | -7.0% | -3.4% | -6.5% |
| 3M | -15.8% | -9.8% | -6.0% | -10.7% |
| 6M | -33.4% | -21.8% | -11.7% | -23.4% |
| YTD | -41.0% | -15.6% | -25.4% | -35.2% |
| 1Y | -49.1% | -15.2% | -33.9% | -44.3% |
| 3Y | -59.8% | -2.6% | -57.2% | -60.4% |
| 5Y | -75.5% | +18.9% | -94.3% | -78.7% |
| All | -24.4% | +181.1% | -205.5% | -50.4% |
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