-11.9%
MDB vs NSC
+79.0%
-91.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -1.0% | -3.4% | +2.4% | -0.1% |
| 30D | -14.0% | +3.6% | -17.6% | -14.8% |
| 3M | -20.3% | -1.4% | -18.9% | -20.2% |
| 6M | +10.9% | +6.0% | +4.9% | +8.0% |
| YTD | -20.9% | +15.5% | -36.4% | -26.1% |
| 1Y | -11.2% | +16.2% | -27.4% | -17.3% |
| 3Y | -11.9% | +76.9% | -88.9% | -31.0% |
| All | -11.9% | +79.0% | -91.0% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling