+23.4%
NSC vs MULL
+444.9%
-421.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.8% | +14.7% | +0.9% |
| 7D | +1.8% | -35.9% | +37.7% | +1.6% |
| 30D | +8.8% | -47.3% | +56.2% | +8.6% |
| 3M | +1.2% | -30.6% | +31.8% | +1.1% |
| 6M | +11.3% | +13.7% | -2.4% | +11.6% |
| YTD | +20.7% | +272.1% | -251.4% | +20.9% |
| 1Y | +23.4% | +475.1% | -451.7% | +24.0% |
| All | +23.4% | +444.9% | -421.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling