+78.6%
NSC vs MDY
+57.1%
+21.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | -0.5% |
| 7D | -5.4% | +0.7% | -6.0% | -5.8% |
| 30D | +2.9% | +1.3% | +1.6% | +1.9% |
| 3M | -2.2% | -4.1% | +1.9% | +0.8% |
| 6M | +5.3% | +1.0% | +4.3% | +4.1% |
| YTD | +14.8% | +13.3% | +1.4% | +3.5% |
| 1Y | +16.6% | +15.7% | +0.8% | +3.3% |
| 3Y | +78.6% | +59.6% | +19.0% | +20.7% |
| All | +78.6% | +57.1% | +21.5% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling