-23.3%
MKC vs NWSA
+5.5%
-28.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.8% |
| 7D | -5.9% | -1.9% | -4.0% | -5.7% |
| 30D | -0.9% | +4.6% | -5.5% | -1.2% |
| 3M | +12.7% | +13.2% | -0.5% | +11.3% |
| 6M | -19.3% | +27.0% | -46.3% | -19.4% |
| YTD | -22.2% | +16.8% | -39.0% | -23.0% |
| 1Y | -23.3% | +4.5% | -27.8% | -24.9% |
| All | -23.3% | +5.5% | -28.9% | -24.9% |
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