+1,049.8%
MDB vs NSC
+203.4%
+846.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -17.4% | -5.5% | -11.9% | -15.3% |
| 30D | -2.0% | -3.2% | +1.2% | -0.7% |
| 3M | -3.0% | +7.7% | -10.7% | -6.7% |
| 6M | +48.7% | +4.5% | +44.2% | +43.4% |
| YTD | -12.1% | +15.6% | -27.7% | -19.5% |
| 1Y | +14.5% | +19.8% | -5.3% | +3.0% |
| 3Y | -6.1% | +70.1% | -76.2% | -30.5% |
| 5Y | -27.3% | +46.1% | -73.5% | -41.8% |
| All | +1,049.8% | +203.4% | +846.4% | +561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling