+496.7%
CSX vs MCO
+377.3%
+119.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | -0.6% | -3.1% | +2.6% | +0.9% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +2.6% | +5.7% | -3.1% | -1.0% |
| 6M | +19.8% | +3.0% | +16.8% | +16.5% |
| YTD | +34.7% | -6.5% | +41.1% | +36.1% |
| 1Y | +52.1% | -5.8% | +57.9% | +52.4% |
| 3Y | +68.4% | +43.1% | +25.3% | +30.7% |
| 5Y | +65.1% | +29.5% | +35.6% | +32.1% |
| 10Y | +496.7% | +388.8% | +107.9% | +119.1% |
| All | +496.7% | +377.3% | +119.4% | +119.1% |
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