+326.9%
NSC vs MKC
+26.1%
+300.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -1.5% | -4.3% | +2.8% | 0.0% |
| 30D | -1.9% | -2.0% | +0.1% | -1.3% |
| 3M | +6.2% | +10.0% | -3.8% | +2.1% |
| 6M | +9.2% | -18.5% | +27.7% | +16.6% |
| YTD | +15.0% | -22.4% | +37.4% | +24.6% |
| 1Y | +21.1% | -23.6% | +44.7% | +31.5% |
| 3Y | +78.6% | -30.4% | +109.0% | +98.3% |
| 5Y | +45.9% | -34.2% | +80.1% | +63.4% |
| 10Y | +326.9% | +26.8% | +300.0% | +266.8% |
| All | +326.9% | +26.1% | +300.8% | +266.8% |
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