+2,980.6%
NSC vs MDY
+2,608.4%
+372.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +3.6% | +1.0% | +2.7% | +2.7% |
| 3M | -1.4% | -4.1% | +2.7% | +2.0% |
| 6M | +6.0% | +0.6% | +5.3% | +4.9% |
| YTD | +15.5% | +12.9% | +2.6% | +3.2% |
| 1Y | +16.2% | +14.6% | +1.6% | +2.5% |
| 3Y | +76.9% | +57.1% | +19.9% | +18.0% |
| 5Y | +29.3% | +37.1% | -7.8% | -4.5% |
| 10Y | +298.3% | +171.5% | +126.8% | +64.2% |
| All | +2,980.6% | +2,608.4% | +372.2% | +177.2% |
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