-26.0%
NOW vs MCD
+22.7%
-48.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.7% |
| 7D | -6.7% | +8.0% | -14.7% | -9.2% |
| 30D | -25.8% | +19.6% | -45.4% | -30.8% |
| 3M | -12.7% | +2.2% | -14.9% | -13.5% |
| 6M | +11.2% | -1.1% | +12.4% | +11.5% |
| YTD | -33.2% | -7.2% | -25.9% | -31.7% |
| 1Y | -41.8% | -6.7% | -35.1% | -40.8% |
| 3Y | -15.7% | +11.6% | -27.2% | -24.5% |
| 5Y | -26.0% | +22.6% | -48.7% | -40.2% |
| All | -26.0% | +22.7% | -48.7% | -40.2% |
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