+74.7%
CSX vs MCO
+49.2%
+25.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | -3.4% | -4.2% | +0.8% | -2.4% |
| 30D | -3.1% | +2.2% | -5.3% | -3.6% |
| 3M | +7.2% | +10.1% | -2.9% | +4.1% |
| 6M | +16.2% | +5.3% | +10.9% | +14.0% |
| YTD | +37.5% | -2.7% | +40.3% | +38.0% |
| 1Y | +53.2% | -0.4% | +53.6% | +51.7% |
| All | +74.7% | +49.2% | +25.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling