+125.1%
NU vs MCD
-1.1%
+126.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.0% | -2.0% | +8.0% | +6.4% |
| 30D | +10.8% | -6.1% | +16.9% | +11.9% |
| 3M | +32.2% | -7.3% | +39.4% | +33.7% |
| 6M | +5.1% | -20.9% | +26.1% | +9.0% |
| YTD | -8.4% | -14.7% | +6.2% | -6.4% |
| 1Y | +0.7% | -16.1% | +16.8% | +3.2% |
| 3Y | +125.1% | -1.5% | +126.6% | +135.3% |
| All | +125.1% | -1.1% | +126.2% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling