+10.4%
MMM vs NSC
+20.4%
-10.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -3.3% | -5.5% | +2.2% | -1.5% |
| 30D | -7.0% | -3.2% | -3.8% | -6.0% |
| 3M | +10.8% | +7.7% | +3.1% | +6.7% |
| 6M | +5.8% | +4.5% | +1.3% | +3.4% |
| YTD | +6.8% | +15.6% | -8.8% | -1.0% |
| 1Y | +10.4% | +19.8% | -9.5% | +3.4% |
| All | +10.4% | +20.4% | -10.0% | +3.4% |
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 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