+27.4%
NSC vs MULL
+2,561.4%
-2,533.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.8% | -11.3% | +0.2% |
| 7D | -5.5% | +17.3% | -22.8% | -6.0% |
| 30D | -3.2% | +23.5% | -26.7% | -3.9% |
| 3M | +7.7% | -24.0% | +31.7% | +6.9% |
| 6M | +4.5% | +276.7% | -272.2% | -4.8% |
| YTD | +15.6% | +565.1% | -549.5% | +0.5% |
| 1Y | +19.8% | +2,802.6% | -2,782.8% | -9.4% |
| All | +27.4% | +2,561.4% | -2,533.9% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling