+416.4%
CSX vs MDT
+61.0%
+355.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -3.2% | +2.9% | +1.4% |
| 30D | +8.7% | +10.5% | -1.8% | +3.3% |
| 3M | +4.2% | +13.0% | -8.8% | -2.4% |
| 6M | +16.7% | +38.7% | -22.0% | -2.5% |
| YTD | +44.5% | +8.5% | +36.0% | +36.9% |
| 1Y | +50.3% | +10.0% | +40.2% | +41.1% |
| 3Y | +76.3% | +58.6% | +17.7% | +32.5% |
| 5Y | +58.1% | -0.3% | +58.4% | +52.9% |
| 10Y | +416.4% | +61.3% | +355.1% | +290.0% |
| All | +416.4% | +61.0% | +355.4% | +290.0% |
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