+521.8%
NOW vs MCD
+204.7%
+317.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +4.3% |
| 7D | -5.6% | -1.9% | -3.6% | -4.8% |
| 30D | -26.8% | +16.6% | -43.4% | -32.2% |
| 3M | -19.4% | +0.9% | -20.4% | -20.4% |
| 6M | +12.3% | +1.5% | +10.9% | +10.6% |
| YTD | -32.9% | -8.3% | -24.6% | -31.0% |
| 1Y | -40.3% | -8.1% | -32.2% | -38.8% |
| 3Y | -19.1% | +10.3% | -29.4% | -26.3% |
| 5Y | -24.4% | +23.4% | -47.8% | -35.3% |
| 10Y | +521.8% | +205.9% | +315.9% | +260.7% |
| All | +521.8% | +204.7% | +317.1% | +260.7% |
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 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