+43.9%
CSX vs MDLN
+15.3%
+28.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.4% | -15.7% | +1.8% |
| 7D | +0.1% | +24.7% | -24.5% | -0.8% |
| 30D | +9.7% | +12.7% | -3.0% | +9.1% |
| 3M | +2.3% | -4.0% | +6.3% | +2.1% |
| 6M | +17.1% | -8.7% | +25.8% | +16.9% |
| YTD | +44.9% | -3.9% | +48.8% | +45.2% |
| All | +43.9% | +15.3% | +28.6% | +44.1% |
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