-39.8%
NOW vs MCD
-9.2%
-30.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +0.3% | -1.6% | +1.9% | +0.2% |
| 30D | -27.0% | +14.1% | -41.1% | -27.7% |
| 3M | -19.6% | +0.6% | -20.3% | -18.9% |
| 6M | +17.5% | 0.0% | +17.4% | +18.1% |
| YTD | -33.3% | -9.3% | -24.0% | -34.4% |
| 1Y | -39.8% | -9.3% | -30.5% | -41.6% |
| All | -39.8% | -9.2% | -30.6% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling