-24.5%
MDB vs NSC
+46.6%
-71.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -18.0% | -1.5% | -16.5% | -17.4% |
| 30D | -10.7% | -1.9% | -8.8% | -10.0% |
| 3M | +1.0% | +6.2% | -5.2% | -2.6% |
| 6M | +31.6% | +9.2% | +22.4% | +23.5% |
| YTD | -15.2% | +15.0% | -30.2% | -23.2% |
| 1Y | +10.1% | +21.1% | -11.0% | -3.4% |
| 3Y | -5.6% | +78.6% | -84.2% | -38.6% |
| 5Y | -24.5% | +45.9% | -70.4% | -38.4% |
| All | -24.5% | +46.6% | -71.2% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling