+10.5%
MCD vs NSC
+74.1%
-63.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +7.1% | -6.6% | +13.8% | +8.5% |
| 30D | +19.8% | +2.2% | +17.6% | +19.4% |
| 3M | +0.8% | -6.2% | +7.0% | +2.0% |
| 6M | -1.3% | +1.7% | -3.0% | -1.7% |
| YTD | -7.8% | +12.2% | -20.0% | -9.9% |
| 1Y | -5.0% | +15.4% | -20.4% | -7.6% |
| 3Y | +10.5% | +73.3% | -62.8% | -1.5% |
| All | +10.5% | +74.1% | -63.5% | -1.5% |
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 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