+74.5%
CSX vs MDB
-12.3%
+86.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +4.9% | -2.1% |
| 7D | -2.7% | -20.9% | +18.2% | -1.9% |
| 30D | +7.0% | -15.6% | +22.6% | +7.5% |
| 3M | -0.3% | -19.1% | +18.8% | +0.1% |
| 6M | +13.5% | +14.2% | -0.7% | +11.8% |
| YTD | +41.5% | -27.4% | +68.9% | +42.4% |
| 1Y | +45.8% | -13.0% | +58.8% | +44.6% |
| All | +74.5% | -12.3% | +86.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling