+41.5%
CSX vs MDT
+16.7%
+24.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | -5.5% | +5.4% | -11.0% | -6.5% |
| 30D | +4.9% | +19.1% | -14.1% | +1.6% |
| 3M | -2.9% | +19.5% | -22.3% | -6.1% |
| 6M | +8.3% | +33.5% | -25.1% | +2.0% |
| YTD | +36.7% | +8.7% | +28.1% | +33.8% |
| 1Y | +41.5% | +16.8% | +24.7% | +37.4% |
| All | +41.5% | +16.7% | +24.8% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling