+145.5%
MDT vs NWSA
+123.2%
+22.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | +0.4% | -2.6% | +3.0% | +1.2% |
| 30D | +6.0% | +4.6% | +1.4% | +4.6% |
| 3M | +15.5% | +10.2% | +5.3% | +12.1% |
| 6M | +3.4% | +21.6% | -18.2% | -2.7% |
| YTD | -2.2% | +14.6% | -16.8% | -6.7% |
| 1Y | +2.6% | +0.4% | +2.2% | +1.6% |
| 3Y | +27.5% | +45.0% | -17.5% | +11.2% |
| 5Y | -20.1% | +41.3% | -61.3% | -31.4% |
| 10Y | +39.1% | +142.8% | -103.7% | -7.5% |
| All | +145.5% | +123.2% | +22.4% | +66.1% |
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