+207.5%
CSX vs MDB
+848.0%
-640.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.6% |
| 7D | -5.5% | -11.4% | +5.8% | -4.6% |
| 30D | +4.9% | -13.8% | +18.8% | +6.0% |
| 3M | -2.9% | -15.5% | +12.6% | -2.3% |
| 6M | +8.3% | +17.9% | -9.6% | +4.9% |
| YTD | +36.7% | -25.5% | +62.2% | +37.2% |
| 1Y | +41.5% | -12.1% | +53.6% | +39.2% |
| 3Y | +68.6% | -5.9% | +74.5% | +58.2% |
| 5Y | +48.4% | -43.7% | +92.1% | +39.2% |
| All | +207.5% | +848.0% | -640.5% | +90.9% |
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