+281.7%
NVDA vs MCD
+12.8%
+268.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.0% | -3.7% |
| 7D | -11.6% | +5.9% | -17.5% | -9.7% |
| 30D | -22.1% | +19.6% | -41.7% | -17.3% |
| 3M | -20.1% | +3.3% | -23.4% | -18.7% |
| 6M | -16.8% | +3.5% | -20.3% | -14.9% |
| YTD | -4.0% | -6.1% | +2.1% | -3.9% |
| 1Y | -4.8% | -3.7% | -1.1% | -4.1% |
| 3Y | +281.7% | +13.4% | +268.3% | +309.7% |
| All | +281.7% | +12.8% | +268.9% | +309.7% |
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