+177.5%
MCD vs NSC
+336.2%
-158.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | -1.4% | -1.2% | -2.1% |
| 30D | -7.0% | -3.4% | -3.7% | -6.1% |
| 3M | -9.8% | +5.1% | -14.9% | -11.4% |
| 6M | -21.8% | +9.2% | -31.0% | -24.3% |
| YTD | -15.6% | +13.4% | -29.0% | -19.5% |
| 1Y | -15.2% | +20.8% | -36.0% | -20.8% |
| 3Y | -2.6% | +76.1% | -78.7% | -22.1% |
| 5Y | +18.9% | +45.3% | -26.4% | -0.3% |
| All | +177.5% | +336.2% | -158.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NSC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling