+180.0%
MCD vs NWSA
+143.8%
+36.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -2.0% | -2.6% | +0.6% | -1.4% |
| 30D | -6.1% | +4.6% | -10.7% | -7.1% |
| 3M | -7.3% | +10.2% | -17.5% | -9.5% |
| 6M | -20.9% | +21.6% | -42.6% | -24.7% |
| YTD | -14.7% | +14.6% | -29.3% | -17.8% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.7% |
| 3Y | -1.5% | +45.0% | -46.5% | -11.6% |
| 5Y | +20.4% | +41.3% | -20.8% | +6.6% |
| 10Y | +180.0% | +142.8% | +37.2% | +94.8% |
| All | +180.0% | +143.8% | +36.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling