+4,156.5%
CSX vs MDY
+2,617.6%
+1,538.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | 0.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.8% |
| 30D | +6.8% | +1.3% | +5.5% | +5.5% |
| 3M | +0.7% | -4.1% | +4.8% | +4.1% |
| 6M | +13.3% | +1.0% | +12.3% | +11.8% |
| YTD | +40.5% | +13.3% | +27.2% | +25.4% |
| 1Y | +44.7% | +15.7% | +28.9% | +26.7% |
| 3Y | +74.5% | +59.6% | +14.9% | +13.9% |
| 5Y | +52.0% | +36.3% | +15.7% | +12.0% |
| 10Y | +412.6% | +173.6% | +239.0% | +104.2% |
| All | +4,156.5% | +2,617.6% | +1,538.8% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling