+160.9%
MMM vs NSC
+80.6%
+80.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.7% |
| 30D | +14.4% | +4.2% | +10.2% | +11.9% |
| 3M | +1.8% | -0.2% | +2.0% | +1.8% |
| 6M | +31.3% | +7.6% | +23.7% | +25.0% |
| YTD | +18.0% | +17.4% | +0.6% | +6.3% |
| 1Y | +10.9% | +18.3% | -7.4% | -0.6% |
| All | +160.9% | +80.6% | +80.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling