+3.4%
NU vs MCD
-17.5%
+20.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | +7.5% | -2.8% | +10.3% | +7.8% |
| 30D | +6.1% | -6.0% | +12.2% | +6.9% |
| 3M | +26.8% | -5.6% | +32.4% | +27.5% |
| 6M | +2.5% | -21.9% | +24.3% | +2.6% |
| YTD | -8.2% | -14.7% | +6.5% | -7.9% |
| 1Y | +3.4% | -17.3% | +20.6% | +5.3% |
| All | +3.4% | -17.5% | +20.8% | +5.3% |
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