+47.1%
CSX vs MDB
-8.5%
+55.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.6% |
| 7D | +0.1% | -16.5% | +16.7% | -0.2% |
| 30D | +9.7% | -8.6% | +18.3% | +9.5% |
| 3M | +2.3% | -13.6% | +15.9% | +2.2% |
| 6M | +17.1% | +24.1% | -7.0% | +18.0% |
| YTD | +44.9% | -21.8% | +66.7% | +46.3% |
| 1Y | +47.1% | -7.7% | +54.8% | +47.3% |
| All | +47.1% | -8.5% | +55.6% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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