+7,830.4%
MDT vs NSC
+5,718.1%
+2,112.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +6.0% | -1.9% | +7.9% | +6.5% |
| 3M | +15.5% | +6.2% | +9.3% | +13.6% |
| 6M | +3.4% | +9.2% | -5.8% | +0.7% |
| YTD | -2.2% | +15.0% | -17.2% | -6.1% |
| 1Y | +2.6% | +21.1% | -18.5% | -3.0% |
| 3Y | +27.5% | +78.6% | -51.1% | +7.2% |
| 5Y | -20.1% | +45.9% | -65.9% | -29.7% |
| 10Y | +39.1% | +326.9% | -287.8% | -7.9% |
| All | +7,830.4% | +5,718.1% | +2,112.3% | +2,089.7% |
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