+51.2%
MMM vs NSC
+336.2%
-285.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.2% | -1.4% | -1.9% | -2.5% |
| 30D | -10.7% | -3.4% | -7.3% | -9.2% |
| 3M | +4.3% | +5.1% | -0.8% | +1.2% |
| 6M | +5.9% | +9.2% | -3.3% | +0.3% |
| YTD | +3.2% | +13.4% | -10.2% | -4.2% |
| 1Y | +8.0% | +20.8% | -12.8% | -3.1% |
| 3Y | +99.1% | +76.1% | +23.0% | +44.6% |
| 5Y | +25.7% | +45.3% | -19.5% | -1.0% |
| All | +51.2% | +336.2% | -285.0% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling