+14.0%
MMM vs NSC
+16.7%
-2.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -1.2% |
| 30D | +17.4% | +3.9% | +13.5% | +15.9% |
| 3M | +3.6% | -0.8% | +4.4% | +3.9% |
| 6M | +33.0% | +7.1% | +25.9% | +27.8% |
| YTD | +19.6% | +16.4% | +3.2% | +9.4% |
| 1Y | +14.0% | +16.9% | -2.9% | +3.8% |
| All | +14.0% | +16.7% | -2.7% | +3.8% |
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