+16.9%
NU vs MCD
+21.5%
-4.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | +4.0% | +7.3% | -3.2% | +1.2% |
| 30D | -25.1% | +20.0% | -45.0% | -30.5% |
| 3M | -12.8% | +3.8% | -16.7% | -14.3% |
| 6M | -12.5% | +3.8% | -16.2% | -14.1% |
| YTD | -27.8% | -5.9% | -22.0% | -26.5% |
| 1Y | -24.6% | -3.2% | -21.4% | -24.3% |
| 3Y | +41.8% | +13.3% | +28.5% | +25.5% |
| All | +16.9% | +21.5% | -4.6% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling