-16.8%
MCD vs NWSA
+1.7%
-18.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | -3.4% | +0.5% | -2.3% |
| 30D | -6.7% | +3.9% | -10.7% | -7.3% |
| 3M | -9.6% | +8.9% | -18.4% | -11.0% |
| 6M | -22.3% | +21.2% | -43.5% | -24.4% |
| YTD | -15.4% | +13.8% | -29.3% | -16.6% |
| 1Y | -16.8% | +1.4% | -18.2% | -16.8% |
| All | -16.8% | +1.7% | -18.5% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling