+8.2%
MDB vs NSC
+19.4%
-11.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.2% |
| 7D | -4.5% | -2.0% | -2.5% | -5.1% |
| 30D | -14.0% | -3.2% | -10.8% | -14.9% |
| 3M | +5.3% | +3.9% | +1.4% | +6.5% |
| 6M | +31.9% | +7.8% | +24.1% | +32.5% |
| YTD | -14.6% | +13.4% | -28.0% | -14.1% |
| 1Y | +8.2% | +20.3% | -12.1% | +10.0% |
| All | +8.2% | +19.4% | -11.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling