-32.1%
MKC vs NWSA
+43.3%
-75.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.9% |
| 30D | -3.1% | +3.0% | -6.1% | -3.7% |
| 3M | +5.2% | +12.3% | -7.1% | +2.7% |
| 6M | -12.8% | +21.9% | -34.7% | -16.1% |
| YTD | -23.3% | +13.6% | -36.9% | -25.4% |
| 1Y | -24.1% | +0.5% | -24.6% | -24.1% |
| 3Y | -32.1% | +43.8% | -75.9% | -40.3% |
| All | -32.1% | +43.3% | -75.4% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling