+31.8%
MCK vs NWSA
+5.5%
+26.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.3% |
| 7D | +1.7% | -1.9% | +3.6% | +1.9% |
| 30D | +3.6% | +4.6% | -1.0% | +3.2% |
| 3M | +20.1% | +13.2% | +6.9% | +18.8% |
| 6M | -7.0% | +27.0% | -34.0% | -7.6% |
| YTD | +11.0% | +16.8% | -5.8% | +10.3% |
| 1Y | +31.8% | +4.5% | +27.3% | +32.3% |
| All | +31.8% | +5.5% | +26.3% | +32.3% |
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