+412.6%
CSX vs MDT
+62.0%
+350.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | -2.2% | +3.5% | -5.7% | -3.9% |
| 30D | +6.8% | +16.2% | -9.4% | -1.1% |
| 3M | +0.7% | +18.9% | -18.2% | -8.1% |
| 6M | +13.3% | +37.3% | -24.1% | -4.8% |
| YTD | +40.5% | +9.7% | +30.8% | +32.4% |
| 1Y | +44.7% | +15.2% | +29.5% | +32.5% |
| 3Y | +74.5% | +61.8% | +12.7% | +29.8% |
| 5Y | +52.0% | -1.4% | +53.4% | +48.2% |
| 10Y | +412.6% | +61.6% | +351.1% | +285.2% |
| All | +412.6% | +62.0% | +350.7% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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