+6,094.5%
NKE vs MCD
+6,461.1%
-366.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.6% | -1.6% | +0.1% | -0.9% |
| 30D | +7.6% | +14.1% | -6.5% | +2.0% |
| 3M | -6.9% | +0.6% | -7.5% | -7.1% |
| 6M | -8.5% | 0.0% | -8.5% | -8.7% |
| YTD | -38.8% | -9.3% | -29.5% | -36.5% |
| 1Y | -40.6% | -9.3% | -31.3% | -38.3% |
| 3Y | -60.9% | +8.6% | -69.5% | -62.7% |
| 5Y | -75.4% | +21.9% | -97.3% | -77.5% |
| 10Y | -13.5% | +202.8% | -216.2% | -44.5% |
| All | +6,094.5% | +6,461.1% | -366.6% | +937.6% |
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