+78.4%
MMM vs NSC
+303.9%
-225.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -2.6% | -3.5% | +0.9% | -0.8% |
| 30D | +17.4% | +3.9% | +13.5% | +15.1% |
| 3M | +3.6% | -0.8% | +4.4% | +3.9% |
| 6M | +33.0% | +7.1% | +25.9% | +27.5% |
| YTD | +19.6% | +16.4% | +3.2% | +9.5% |
| 1Y | +14.0% | +16.9% | -2.9% | +4.1% |
| 3Y | +164.3% | +78.4% | +85.9% | +90.7% |
| 5Y | +49.3% | +33.1% | +16.2% | +22.9% |
| 10Y | +78.4% | +299.9% | -221.5% | -4.9% |
| All | +78.4% | +303.9% | -225.5% | -4.9% |
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