+209.3%
CSX vs MDB
+1,017.4%
-808.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.2% |
| 7D | -3.4% | -17.4% | +14.1% | -1.8% |
| 30D | -3.1% | -2.0% | -1.1% | -3.2% |
| 3M | +7.2% | -3.0% | +10.2% | +6.9% |
| 6M | +16.2% | +48.7% | -32.5% | +10.5% |
| YTD | +37.5% | -12.1% | +49.7% | +36.8% |
| 1Y | +53.2% | +14.5% | +38.7% | +47.8% |
| 3Y | +68.2% | -6.1% | +74.4% | +59.1% |
| 5Y | +65.2% | -27.3% | +92.6% | +51.5% |
| All | +209.3% | +1,017.4% | -808.1% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling