+5,605.4%
NSC vs MTB
+8,294.1%
-2,688.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | +1.7% | -7.2% | -6.2% |
| 30D | -3.2% | -4.2% | +1.0% | -1.5% |
| 3M | +7.7% | +8.9% | -1.2% | +3.6% |
| 6M | +4.5% | +10.9% | -6.4% | -0.3% |
| YTD | +15.6% | +21.5% | -5.9% | +5.9% |
| 1Y | +19.8% | +21.9% | -2.1% | +9.4% |
| 3Y | +70.1% | +109.2% | -39.1% | +21.2% |
| 5Y | +46.1% | +102.0% | -55.8% | +1.6% |
| 10Y | +328.1% | +171.9% | +156.2% | +148.4% |
| All | +5,605.4% | +8,294.1% | -2,688.7% | +1,081.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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