+8.6%
MCD vs NSC
+77.7%
-69.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.1% |
| 30D | +14.1% | +1.7% | +12.4% | +13.8% |
| 3M | +0.6% | -2.6% | +3.2% | +1.1% |
| 6M | 0.0% | +6.4% | -6.4% | -1.2% |
| YTD | -9.3% | +15.5% | -24.8% | -11.9% |
| 1Y | -9.3% | +17.6% | -26.9% | -12.2% |
| 3Y | +8.6% | +75.0% | -66.4% | -2.8% |
| All | +8.6% | +77.7% | -69.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling