+36.6%
CSX vs MDLN
+4.5%
+32.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +3.7% | -7.1% | -3.5% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +7.2% | +6.2% | +1.0% | +7.3% |
| 6M | +16.2% | -14.7% | +30.8% | +16.4% |
| YTD | +37.5% | -12.9% | +50.4% | +38.5% |
| All | +36.6% | +4.5% | +32.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling