+44.9%
CSX vs MDLN
+14.2%
+30.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +1.2% |
| 7D | +3.1% | +0.6% | +2.5% | +3.0% |
| 30D | +9.7% | +12.0% | -2.3% | +9.1% |
| 3M | +4.9% | +12.6% | -7.7% | +4.3% |
| 6M | +18.4% | +3.7% | +14.6% | +18.0% |
| YTD | +45.9% | -4.8% | +50.7% | +46.2% |
| All | +44.9% | +14.2% | +30.6% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling