+409.0%
CSX vs MDT
+58.3%
+350.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +0.7% | +2.7% | -2.0% | -0.7% |
| 30D | +8.1% | +14.8% | -6.7% | +0.7% |
| 3M | +2.2% | +14.6% | -12.4% | -4.9% |
| 6M | +14.6% | +35.7% | -21.1% | -3.2% |
| YTD | +42.2% | +8.5% | +33.7% | +34.8% |
| 1Y | +47.3% | +13.3% | +34.0% | +36.1% |
| 3Y | +73.5% | +58.6% | +15.0% | +30.5% |
| 5Y | +54.1% | -2.6% | +56.7% | +51.2% |
| 10Y | +409.0% | +60.0% | +349.0% | +284.3% |
| All | +409.0% | +58.3% | +350.7% | +284.3% |
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