+10,056.0%
CSX vs MDT
+8,938.4%
+1,117.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.7% | +8.0% | -10.7% | -5.1% |
| 30D | +7.0% | +20.4% | -13.4% | +0.7% |
| 3M | -0.3% | +22.9% | -23.2% | -7.0% |
| 6M | +13.5% | +37.1% | -23.6% | +1.7% |
| YTD | +41.5% | +11.9% | +29.6% | +35.3% |
| 1Y | +45.8% | +19.8% | +25.9% | +36.1% |
| 3Y | +74.4% | +59.4% | +15.0% | +47.2% |
| 5Y | +53.6% | 0.0% | +53.6% | +49.5% |
| 10Y | +465.6% | +66.2% | +399.4% | +369.5% |
| All | +10,056.0% | +8,938.4% | +1,117.6% | +3,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling