+72.2%
CSX vs MDB
-5.3%
+77.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.0% |
| 7D | -3.4% | -17.4% | +14.1% | -2.7% |
| 30D | -3.1% | -2.0% | -1.1% | -3.1% |
| 3M | +7.2% | -3.0% | +10.2% | +7.1% |
| 6M | +16.2% | +48.7% | -32.5% | +13.2% |
| YTD | +37.5% | -12.1% | +49.7% | +37.8% |
| 1Y | +53.2% | +14.5% | +38.7% | +50.4% |
| All | +72.2% | -5.3% | +77.6% | +63.3% |
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 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