+27.0%
MMM vs NSC
+46.6%
-19.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | -1.5% | -0.1% | -0.8% |
| 30D | -8.0% | -1.9% | -6.1% | -7.1% |
| 3M | +9.4% | +6.2% | +3.1% | +5.3% |
| 6M | +10.2% | +9.2% | +1.1% | +4.1% |
| YTD | +6.1% | +15.0% | -8.9% | -2.7% |
| 1Y | +10.8% | +21.1% | -10.3% | -1.4% |
| 3Y | +104.8% | +78.6% | +26.2% | +44.8% |
| 5Y | +27.0% | +45.9% | -18.8% | -4.4% |
| All | +27.0% | +46.6% | -19.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling