+266.1%
MCD vs NWSA
+127.4%
+138.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -2.8% | -1.9% | -1.0% | -2.4% |
| 30D | -6.0% | +4.6% | -10.6% | -7.0% |
| 3M | -5.6% | +13.2% | -18.8% | -8.4% |
| 6M | -21.9% | +27.0% | -48.8% | -26.2% |
| YTD | -14.7% | +16.8% | -31.5% | -18.1% |
| 1Y | -17.3% | +4.5% | -21.8% | -18.6% |
| 3Y | -2.2% | +46.2% | -48.4% | -12.1% |
| 5Y | +20.3% | +40.9% | -20.6% | +6.8% |
| 10Y | +180.7% | +145.1% | +35.6% | +100.2% |
| All | +266.1% | +127.4% | +138.7% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling