+85.7%
MKC vs NWSA
+121.6%
-35.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.3% | -3.4% | -0.9% | -3.7% |
| 30D | -3.1% | +3.9% | -7.0% | -3.8% |
| 3M | +6.8% | +8.9% | -2.0% | +5.0% |
| 6M | -18.3% | +21.2% | -39.5% | -21.4% |
| YTD | -23.1% | +13.8% | -36.9% | -25.3% |
| 1Y | -23.7% | +1.4% | -25.1% | -24.3% |
| 3Y | -31.0% | +44.0% | -75.0% | -36.5% |
| 5Y | -33.5% | +40.5% | -74.0% | -39.8% |
| 10Y | +30.3% | +149.2% | -118.9% | -1.4% |
| All | +85.7% | +121.6% | -35.9% | +43.7% |
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