-8.1%
MCD vs NSC
+16.7%
-24.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | +16.6% | +3.9% | +12.7% | +15.7% |
| 3M | +0.9% | -0.8% | +1.7% | +1.1% |
| 6M | +1.5% | +7.1% | -5.7% | -0.4% |
| YTD | -8.3% | +16.4% | -24.8% | -13.4% |
| 1Y | -8.1% | +16.9% | -25.0% | -13.3% |
| All | -8.1% | +16.7% | -24.9% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling