+58.3%
CSX vs MDT
+0.7%
+57.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.3% |
| 7D | +6.0% | +1.0% | +4.9% | +5.5% |
| 30D | +7.8% | +9.2% | -1.3% | +4.4% |
| 3M | +4.1% | +14.5% | -10.4% | -1.1% |
| 6M | +17.9% | +37.3% | -19.4% | +4.1% |
| YTD | +44.9% | +9.8% | +35.1% | +39.3% |
| 1Y | +51.1% | +10.5% | +40.6% | +44.7% |
| 3Y | +78.3% | +57.4% | +20.8% | +45.4% |
| All | +58.3% | +0.7% | +57.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling