+219.7%
CSX vs MDB
+906.0%
-686.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +8.1% | -14.0% | +22.1% | +9.2% |
| 3M | +2.2% | -20.3% | +22.5% | +3.4% |
| 6M | +14.6% | +10.9% | +3.7% | +11.8% |
| YTD | +42.2% | -20.9% | +63.1% | +41.9% |
| 1Y | +47.3% | -11.2% | +58.5% | +45.0% |
| 3Y | +73.5% | -11.9% | +85.4% | +64.3% |
| 5Y | +54.1% | -40.2% | +94.3% | +43.8% |
| All | +219.7% | +906.0% | -686.3% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling