+205.9%
MCD vs NSC
+303.9%
-98.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | +16.6% | +3.9% | +12.7% | +15.1% |
| 3M | +0.9% | -0.8% | +1.7% | +1.1% |
| 6M | +1.5% | +7.1% | -5.7% | -1.1% |
| YTD | -8.3% | +16.4% | -24.8% | -13.3% |
| 1Y | -8.1% | +16.9% | -25.0% | -13.3% |
| 3Y | +10.3% | +78.4% | -68.1% | -12.1% |
| 5Y | +23.4% | +33.1% | -9.7% | +7.5% |
| 10Y | +205.9% | +299.9% | -93.9% | +86.5% |
| All | +205.9% | +303.9% | -98.0% | +86.5% |
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