+48.4%
NU vs MCD
+10.1%
+38.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.0% | -2.0% | +8.0% | +6.9% |
| 30D | +10.8% | -6.1% | +16.9% | +13.6% |
| 3M | +32.2% | -7.3% | +39.4% | +36.0% |
| 6M | +5.1% | -20.9% | +26.1% | +15.8% |
| YTD | -8.4% | -14.7% | +6.2% | -2.9% |
| 1Y | +0.7% | -16.1% | +16.8% | +7.4% |
| 3Y | +125.1% | -1.5% | +126.6% | +115.1% |
| All | +48.4% | +10.1% | +38.3% | +51.8% |
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