-10.6%
MDB vs NSC
+15.8%
-26.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.6% |
| 7D | -1.0% | -3.4% | +2.4% | -2.1% |
| 30D | -14.0% | +3.6% | -17.6% | -12.7% |
| 3M | -20.3% | -1.4% | -18.9% | -20.6% |
| 6M | +10.9% | +6.0% | +4.9% | +13.0% |
| YTD | -20.9% | +15.5% | -36.4% | -18.1% |
| All | -10.6% | +15.8% | -26.4% | -9.2% |
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