+321.5%
NSC vs MLM
+190.7%
+130.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.8% | -2.0% |
| 7D | -3.8% | -1.2% | -2.6% | -3.2% |
| 30D | +4.1% | +7.9% | -3.8% | +0.5% |
| 3M | -3.3% | -4.5% | +1.2% | -1.6% |
| 6M | +5.9% | -12.6% | +18.5% | +11.3% |
| YTD | +15.5% | -14.9% | +30.4% | +22.1% |
| 1Y | +19.3% | -13.1% | +32.4% | +24.8% |
| 3Y | +79.0% | +21.2% | +57.8% | +57.8% |
| 5Y | +28.3% | +32.0% | -3.7% | +6.2% |
| All | +321.5% | +190.7% | +130.8% | +130.7% |
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