+2,960.8%
NSC vs MDY
+2,617.6%
+343.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | -0.9% |
| 7D | -5.4% | +0.7% | -6.0% | -5.9% |
| 30D | +2.9% | +1.3% | +1.6% | +1.7% |
| 3M | -2.2% | -4.1% | +1.9% | +1.2% |
| 6M | +5.3% | +1.0% | +4.3% | +3.9% |
| YTD | +14.8% | +13.3% | +1.4% | +2.3% |
| 1Y | +16.6% | +15.7% | +0.8% | +1.9% |
| 3Y | +78.6% | +59.6% | +19.0% | +17.5% |
| 5Y | +27.2% | +36.3% | -9.1% | -5.6% |
| 10Y | +302.5% | +173.6% | +128.9% | +64.9% |
| All | +2,960.8% | +2,617.6% | +343.1% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling