-9.0%
MDB vs NWSA
+1.1%
-10.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +3.0% | -12.2% | +15.2% | +9.3% |
| 30D | -11.3% | -8.7% | -2.6% | -7.9% |
| 3M | -23.0% | -6.0% | -17.0% | -21.5% |
| 6M | +14.8% | -0.3% | +15.1% | +10.7% |
| YTD | -19.4% | +3.5% | -22.9% | -25.4% |
| 1Y | -9.0% | +0.8% | -9.7% | -15.6% |
| All | -9.0% | +1.1% | -10.0% | -15.6% |
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 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