+309.6%
NSC vs MLM
+185.4%
+124.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.0% |
| 7D | -6.6% | -4.1% | -2.5% | -4.8% |
| 30D | +2.2% | +8.2% | -6.0% | -1.5% |
| 3M | -6.2% | -3.6% | -2.6% | -4.9% |
| 6M | +1.7% | -15.6% | +17.2% | +8.5% |
| YTD | +12.2% | -16.4% | +28.7% | +19.6% |
| 1Y | +15.4% | -14.3% | +29.8% | +21.5% |
| 3Y | +73.3% | +19.3% | +54.0% | +53.9% |
| 5Y | +24.7% | +29.6% | -4.9% | +4.1% |
| All | +309.6% | +185.4% | +124.2% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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