+5,605.4%
NSC vs MKC
+3,376.8%
+2,228.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | -5.5% | -5.9% | +0.4% | -3.8% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | +7.7% | +12.7% | -5.0% | +3.6% |
| 6M | +4.5% | -19.3% | +23.8% | +10.4% |
| YTD | +15.6% | -22.2% | +37.7% | +23.0% |
| 1Y | +19.8% | -23.3% | +43.2% | +27.8% |
| 3Y | +70.1% | -30.0% | +100.1% | +84.0% |
| 5Y | +46.1% | -33.8% | +79.9% | +59.4% |
| 10Y | +328.1% | +24.4% | +303.7% | +284.8% |
| All | +5,605.4% | +3,376.8% | +2,228.6% | +2,478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling