-58.2%
NKE vs MCD
-1.1%
-57.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.1% | -2.0% | +2.0% | +0.8% |
| 30D | -7.7% | -6.1% | -1.5% | -5.3% |
| 3M | -10.9% | -7.3% | -3.7% | -8.2% |
| 6M | -31.9% | -20.9% | -10.9% | -25.3% |
| YTD | -38.6% | -14.7% | -24.0% | -34.8% |
| 1Y | -46.9% | -16.1% | -30.8% | -43.3% |
| 3Y | -58.2% | -1.5% | -56.7% | -60.9% |
| All | -58.2% | -1.1% | -57.1% | -60.9% |
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