+6,475.2%
MCD vs NSC
+5,576.5%
+898.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +7.1% | -6.6% | +13.8% | +9.0% |
| 30D | +19.8% | +2.2% | +17.6% | +19.1% |
| 3M | +0.8% | -6.2% | +7.0% | +2.4% |
| 6M | -1.3% | +1.7% | -3.0% | -2.0% |
| YTD | -7.8% | +12.2% | -20.0% | -10.8% |
| 1Y | -5.0% | +15.4% | -20.4% | -8.8% |
| 3Y | +10.5% | +73.3% | -62.8% | -5.9% |
| 5Y | +22.0% | +24.7% | -2.7% | +11.7% |
| 10Y | +216.7% | +324.5% | -107.8% | +108.7% |
| All | +6,475.2% | +5,576.5% | +898.7% | +1,463.0% |
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