+335.7%
NSC vs MDY
+170.4%
+165.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.5% |
| 7D | -2.0% | -0.8% | -1.3% | -1.4% |
| 30D | -3.2% | -3.9% | +0.7% | +0.2% |
| 3M | +3.9% | 0.0% | +4.0% | +3.7% |
| 6M | +7.8% | +8.5% | -0.8% | -0.5% |
| YTD | +13.4% | +13.2% | +0.2% | +0.7% |
| 1Y | +20.3% | +15.0% | +5.3% | +4.9% |
| 3Y | +76.1% | +49.6% | +26.5% | +19.7% |
| 5Y | +45.0% | +46.0% | -1.0% | -1.2% |
| 10Y | +335.7% | +176.4% | +159.4% | +52.1% |
| All | +335.7% | +170.4% | +165.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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