+13.4%
MCD vs NWSA
+26.5%
-13.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +5.9% | -10.5% | +16.5% | +8.1% |
| 30D | +19.6% | -8.8% | +28.4% | +21.6% |
| 3M | +3.3% | -6.5% | +9.8% | +4.5% |
| 6M | +3.5% | -1.3% | +4.8% | +3.5% |
| YTD | -6.1% | +2.5% | -8.6% | -6.6% |
| 1Y | -3.7% | +0.2% | -3.9% | -3.8% |
| 3Y | +13.4% | +27.6% | -14.2% | +8.4% |
| All | +13.4% | +26.5% | -13.2% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling