-33.1%
MKC vs NWSA
+39.0%
-72.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -2.8% | -4.8% | +1.9% | -2.0% |
| 30D | -3.4% | +3.0% | -6.3% | -3.9% |
| 3M | +3.8% | +9.3% | -5.5% | +2.1% |
| 6M | -17.9% | +23.2% | -41.1% | -20.8% |
| YTD | -23.6% | +13.3% | -37.0% | -25.4% |
| 1Y | -23.1% | +2.9% | -26.0% | -23.8% |
| 3Y | -31.5% | +43.3% | -74.8% | -36.1% |
| 5Y | -33.1% | +40.9% | -74.0% | -40.5% |
| All | -33.1% | +39.0% | -72.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling