+211.3%
MCD vs NSC
+315.5%
-104.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.2% |
| 7D | +5.9% | -5.4% | +11.3% | +7.8% |
| 30D | +19.6% | +2.9% | +16.7% | +18.5% |
| 3M | +3.3% | -2.2% | +5.4% | +3.9% |
| 6M | +3.5% | +5.3% | -1.8% | +1.4% |
| YTD | -6.1% | +14.8% | -20.9% | -10.8% |
| 1Y | -3.7% | +16.6% | -20.2% | -8.9% |
| 3Y | +13.4% | +78.6% | -65.2% | -9.7% |
| 5Y | +25.2% | +27.2% | -2.0% | +10.8% |
| 10Y | +211.3% | +302.5% | -91.3% | +91.0% |
| All | +211.3% | +315.5% | -104.3% | +91.0% |
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