+1,017.5%
MDB vs NSC
+197.8%
+819.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -4.5% | -2.0% | -2.5% | -3.7% |
| 30D | -14.0% | -3.2% | -10.8% | -12.8% |
| 3M | +5.3% | +3.9% | +1.4% | +3.0% |
| 6M | +31.9% | +7.8% | +24.1% | +25.5% |
| YTD | -14.6% | +13.4% | -28.0% | -21.1% |
| 1Y | +8.2% | +20.3% | -12.1% | -2.9% |
| 3Y | -5.0% | +76.1% | -81.1% | -30.9% |
| 5Y | -24.5% | +45.0% | -69.5% | -39.3% |
| All | +1,017.5% | +197.8% | +819.7% | +548.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling