-74.9%
NKE vs MCD
+19.5%
-94.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -2.3% | -2.9% | +0.5% | -0.8% |
| 30D | -10.4% | -6.7% | -3.6% | -6.9% |
| 3M | -15.5% | -9.6% | -5.9% | -10.8% |
| 6M | -32.6% | -22.3% | -10.3% | -22.8% |
| YTD | -39.8% | -15.4% | -24.4% | -34.3% |
| 1Y | -47.6% | -16.8% | -30.8% | -42.3% |
| 3Y | -59.0% | -2.4% | -56.6% | -60.4% |
| 5Y | -74.9% | +19.4% | -94.3% | -78.7% |
| All | -74.9% | +19.5% | -94.4% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling