+235.9%
NVDA vs MCD
+9.3%
+226.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.2% |
| 7D | -12.7% | -1.6% | -11.1% | -13.2% |
| 30D | -26.4% | +14.1% | -40.5% | -23.0% |
| 3M | -27.6% | +0.6% | -28.2% | -26.9% |
| 6M | -27.7% | 0.0% | -27.7% | -26.9% |
| YTD | -12.5% | -9.3% | -3.2% | -13.4% |
| 1Y | -12.6% | -9.3% | -3.3% | -13.5% |
| 3Y | +235.9% | +8.6% | +227.3% | +257.9% |
| All | +235.9% | +9.3% | +226.6% | +257.9% |
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 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