+45.4%
NU vs MCD
+9.0%
+36.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -2.5% | -1.7% | -3.2% |
| 30D | +10.0% | -7.0% | +17.1% | +13.3% |
| 3M | +29.3% | -9.8% | +39.1% | +34.5% |
| 6M | +0.9% | -21.8% | +22.7% | +11.6% |
| YTD | -10.3% | -15.6% | +5.3% | -4.4% |
| 1Y | -3.2% | -15.2% | +12.0% | +2.7% |
| 3Y | +120.6% | -2.6% | +123.1% | +111.7% |
| All | +45.4% | +9.0% | +36.4% | +49.4% |
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