+74.6%
NSC vs MLM
+15.1%
+59.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -5.5% | -2.9% | -2.6% | -4.5% |
| 30D | -3.2% | -6.8% | +3.6% | -0.8% |
| 3M | +7.7% | -11.2% | +18.9% | +11.7% |
| 6M | +4.5% | -21.8% | +26.4% | +13.9% |
| YTD | +15.6% | -17.0% | +32.5% | +22.2% |
| 1Y | +19.8% | -16.4% | +36.2% | +26.0% |
| All | +74.6% | +15.1% | +59.4% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling