-60.9%
NKE vs MCD
+9.3%
-70.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.6% | -1.6% | +0.1% | -0.8% |
| 30D | +7.6% | +14.1% | -6.5% | +1.9% |
| 3M | -6.9% | +0.6% | -7.5% | -7.3% |
| 6M | -8.5% | 0.0% | -8.5% | -8.9% |
| YTD | -38.8% | -9.3% | -29.5% | -36.8% |
| 1Y | -40.6% | -9.3% | -31.3% | -38.6% |
| 3Y | -60.9% | +8.6% | -69.5% | -63.7% |
| All | -60.9% | +9.3% | -70.3% | -63.7% |
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