+375.4%
NVDA vs MCD
-2.2%
+377.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.4% |
| 7D | +5.9% | -2.8% | +8.7% | +5.0% |
| 30D | +5.1% | -6.0% | +11.1% | +3.4% |
| 3M | +5.4% | -5.6% | +10.9% | +4.1% |
| 6M | +26.0% | -21.9% | +47.9% | +19.5% |
| YTD | +23.7% | -14.7% | +38.4% | +19.7% |
| 1Y | +34.4% | -17.3% | +51.6% | +29.8% |
| All | +375.4% | -2.2% | +377.6% | +414.2% |
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