+58.3%
CSX vs MDB
-41.3%
+99.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | +6.0% | +6.8% | -0.9% | +5.5% |
| 30D | +7.8% | -6.2% | +14.0% | +8.0% |
| 3M | +4.1% | -29.2% | +33.3% | +5.9% |
| 6M | +17.9% | +10.3% | +7.6% | +15.7% |
| YTD | +44.9% | -20.4% | +65.3% | +44.8% |
| 1Y | +51.1% | -4.8% | +56.0% | +48.5% |
| 3Y | +78.3% | -11.6% | +89.9% | +70.2% |
| All | +58.3% | -41.3% | +99.6% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling