+5,440.5%
NSC vs MKC
+3,165.5%
+2,275.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.9% |
| 7D | -6.6% | +2.3% | -9.0% | -7.3% |
| 30D | +2.2% | +8.1% | -5.9% | -0.2% |
| 3M | -6.2% | -6.4% | +0.2% | -4.7% |
| 6M | +1.7% | +1.8% | -0.1% | +0.5% |
| YTD | +12.2% | -26.9% | +39.1% | +21.4% |
| 1Y | +15.4% | -21.7% | +37.1% | +22.2% |
| 3Y | +73.3% | -18.7% | +92.1% | +79.6% |
| 5Y | +24.7% | -32.8% | +57.5% | +35.2% |
| 10Y | +324.5% | +27.0% | +297.5% | +279.3% |
| All | +5,440.5% | +3,165.5% | +2,275.0% | +2,444.4% |
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