+68.6%
CSX vs MDY
+50.6%
+18.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | -5.5% | -1.7% | -3.9% | -4.5% |
| 30D | +4.9% | -0.9% | +5.9% | +5.5% |
| 3M | -2.9% | -5.7% | +2.9% | +1.0% |
| 6M | +8.3% | -2.9% | +11.3% | +10.2% |
| YTD | +36.7% | +9.8% | +26.9% | +27.4% |
| 1Y | +41.5% | +13.5% | +28.0% | +28.8% |
| 3Y | +68.6% | +51.9% | +16.7% | +27.2% |
| All | +68.6% | +50.6% | +18.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling