+178.0%
MCD vs NSC
+336.2%
-158.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.9% | -2.0% | -0.8% | -2.2% |
| 30D | -6.7% | -3.2% | -3.5% | -5.8% |
| 3M | -9.6% | +3.9% | -13.5% | -10.9% |
| 6M | -22.3% | +7.8% | -30.1% | -24.5% |
| YTD | -15.4% | +13.4% | -28.8% | -19.3% |
| 1Y | -16.8% | +20.3% | -37.1% | -22.2% |
| 3Y | -2.4% | +76.1% | -78.5% | -22.0% |
| 5Y | +19.4% | +45.0% | -25.6% | +0.2% |
| All | +178.0% | +336.2% | -158.2% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling