+5,979.9%
MCD vs NSC
+5,745.4%
+234.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | -5.5% | +2.7% | -1.4% |
| 30D | -6.0% | -3.2% | -2.8% | -5.3% |
| 3M | -5.6% | +7.7% | -13.3% | -7.5% |
| 6M | -21.9% | +4.5% | -26.4% | -23.0% |
| YTD | -14.7% | +15.6% | -30.3% | -18.1% |
| 1Y | -17.3% | +19.8% | -37.1% | -21.4% |
| 3Y | -2.2% | +70.1% | -72.3% | -16.4% |
| 5Y | +20.3% | +46.1% | -25.8% | +5.6% |
| 10Y | +180.7% | +328.1% | -147.4% | +84.4% |
| All | +5,979.9% | +5,745.4% | +234.5% | +1,334.8% |
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 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