+298.3%
NSC vs MKC
+21.5%
+276.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | +3.6% | +5.4% | -1.8% | +1.6% |
| 3M | -1.4% | -11.1% | +9.7% | +2.4% |
| 6M | +6.0% | -1.4% | +7.3% | +5.5% |
| YTD | +15.5% | -29.4% | +44.9% | +28.9% |
| 1Y | +16.2% | -24.7% | +41.0% | +26.5% |
| 3Y | +76.9% | -21.8% | +98.8% | +86.1% |
| 5Y | +29.3% | -36.0% | +65.3% | +45.0% |
| 10Y | +298.3% | +24.9% | +273.3% | +246.3% |
| All | +298.3% | +21.5% | +276.8% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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