+211.3%
MCD vs NWSA
+159.6%
+51.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +5.9% | -10.5% | +16.5% | +8.5% |
| 30D | +19.6% | -8.8% | +28.4% | +22.0% |
| 3M | +3.3% | -6.5% | +9.8% | +4.7% |
| 6M | +3.5% | -1.3% | +4.8% | +3.4% |
| YTD | -6.1% | +2.5% | -8.6% | -7.4% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.4% |
| 3Y | +13.4% | +27.6% | -14.2% | +4.7% |
| 5Y | +25.2% | +17.0% | +8.2% | +16.0% |
| 10Y | +211.3% | +148.3% | +62.9% | +119.0% |
| All | +211.3% | +159.6% | +51.6% | +119.0% |
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