+6,609.6%
MCD vs NSC
+5,742.2%
+867.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | +7.3% | -3.4% | +10.7% | +8.2% |
| 30D | +20.0% | +3.6% | +16.3% | +18.9% |
| 3M | +3.8% | -1.4% | +5.2% | +4.1% |
| 6M | +3.8% | +6.0% | -2.2% | +2.0% |
| YTD | -5.9% | +15.5% | -21.4% | -9.7% |
| 1Y | -3.2% | +16.2% | -19.5% | -7.3% |
| 3Y | +13.3% | +76.9% | -63.7% | -4.0% |
| 5Y | +25.2% | +29.3% | -4.1% | +13.6% |
| 10Y | +213.3% | +298.3% | -84.9% | +109.5% |
| All | +6,609.6% | +5,742.2% | +867.4% | +1,483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling