+409.0%
CSX vs MCO
+453.2%
-44.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +1.4% | -0.7% | 0.0% |
| 30D | +8.1% | +10.0% | -1.9% | +3.0% |
| 3M | +2.2% | +7.0% | -4.8% | -1.5% |
| 6M | +14.6% | +13.7% | +0.9% | +6.3% |
| YTD | +42.2% | +0.6% | +41.6% | +38.4% |
| 1Y | +47.3% | +6.2% | +41.1% | +39.0% |
| 3Y | +73.5% | +51.9% | +21.7% | +30.7% |
| 5Y | +54.1% | +37.5% | +16.6% | +19.8% |
| 10Y | +409.0% | +459.4% | -50.4% | +75.7% |
| All | +409.0% | +453.2% | -44.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling