+67.8%
CSX vs MDY
+46.2%
+21.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | -1.5% | -1.6% | -2.1% |
| 3M | +7.2% | +0.8% | +6.4% | +6.4% |
| 6M | +16.2% | +7.4% | +8.7% | +10.1% |
| YTD | +37.5% | +15.2% | +22.4% | +24.0% |
| 1Y | +53.2% | +16.5% | +36.7% | +36.8% |
| 3Y | +68.2% | +46.8% | +21.4% | +26.2% |
| All | +67.8% | +46.2% | +21.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling