+3,609.7%
CSX vs MDLZ
+449.8%
+3,159.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -1.7% | -1.7% | -2.6% |
| 30D | -3.1% | -2.1% | -1.0% | -2.2% |
| 3M | +7.2% | +1.3% | +5.9% | +5.9% |
| 6M | +16.2% | +6.2% | +10.0% | +11.9% |
| YTD | +37.5% | +15.8% | +21.8% | +26.5% |
| 1Y | +53.2% | +4.1% | +49.1% | +48.0% |
| 3Y | +68.2% | -4.1% | +72.3% | +65.6% |
| 5Y | +65.2% | +13.4% | +51.9% | +48.3% |
| 10Y | +504.1% | +75.7% | +428.4% | +329.9% |
| All | +3,609.7% | +449.8% | +3,159.9% | +1,280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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