+45.9%
NSC vs MDY
+47.1%
-1.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -1.5% | +1.0% | -2.5% | -2.3% |
| 30D | -1.9% | -3.1% | +1.2% | +0.3% |
| 3M | +6.2% | +1.8% | +4.4% | +4.6% |
| 6M | +9.2% | +10.8% | -1.6% | +0.7% |
| YTD | +15.0% | +14.4% | +0.6% | +3.4% |
| 1Y | +21.1% | +15.2% | +5.9% | +8.0% |
| 3Y | +78.6% | +51.2% | +27.4% | +29.4% |
| 5Y | +45.9% | +47.2% | -1.4% | +5.9% |
| All | +45.9% | +47.1% | -1.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling