+2,872.1%
NSC vs MLM
+3,039.4%
-167.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.8% | -2.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.3% |
| 30D | +4.1% | +7.9% | -3.8% | +0.9% |
| 3M | -3.3% | -4.5% | +1.2% | -1.8% |
| 6M | +5.9% | -12.6% | +18.5% | +10.7% |
| YTD | +15.5% | -14.9% | +30.4% | +21.4% |
| 1Y | +19.3% | -13.1% | +32.4% | +24.3% |
| 3Y | +79.0% | +21.2% | +57.8% | +61.2% |
| 5Y | +28.3% | +32.0% | -3.7% | +9.9% |
| 10Y | +336.8% | +195.3% | +141.5% | +157.2% |
| All | +2,872.1% | +3,039.4% | -167.3% | +647.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling