+750.2%
MCK vs NWSA
+121.1%
+629.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.9% | -2.8% | -0.1% | -2.2% |
| 30D | +0.4% | +3.0% | -2.6% | -0.3% |
| 3M | +12.1% | +12.3% | -0.2% | +8.8% |
| 6M | -5.4% | +21.9% | -27.3% | -10.3% |
| YTD | +7.8% | +13.6% | -5.8% | +3.8% |
| 1Y | +22.9% | +0.5% | +22.5% | +21.9% |
| 3Y | +110.7% | +43.8% | +67.0% | +85.9% |
| 5Y | +346.2% | +41.2% | +305.0% | +283.6% |
| 10Y | +440.1% | +148.6% | +291.5% | +250.4% |
| All | +750.2% | +121.1% | +629.2% | +471.0% |
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 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