+218.2%
CSX vs MDB
+823.0%
-604.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +4.9% | -1.7% |
| 7D | -2.7% | -20.9% | +18.2% | -0.8% |
| 30D | +7.0% | -15.6% | +22.6% | +8.3% |
| 3M | -0.3% | -19.1% | +18.8% | +0.7% |
| 6M | +13.5% | +14.2% | -0.7% | +10.3% |
| YTD | +41.5% | -27.4% | +68.9% | +42.3% |
| 1Y | +45.8% | -13.0% | +58.8% | +43.5% |
| 3Y | +74.4% | -11.2% | +85.6% | +64.5% |
| 5Y | +53.6% | -45.2% | +98.8% | +44.4% |
| All | +218.2% | +823.0% | -604.8% | +98.0% |
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