+4,066.2%
CSX vs MDY
+2,662.7%
+1,403.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | -1.5% | -1.6% | -1.9% |
| 3M | +7.2% | +0.8% | +6.4% | +6.2% |
| 6M | +16.2% | +7.4% | +8.7% | +8.9% |
| YTD | +37.5% | +15.2% | +22.4% | +21.3% |
| 1Y | +53.2% | +16.5% | +36.7% | +33.5% |
| 3Y | +68.2% | +46.8% | +21.4% | +18.2% |
| 5Y | +65.2% | +46.0% | +19.2% | +14.7% |
| 10Y | +504.1% | +172.1% | +332.1% | +142.4% |
| All | +4,066.2% | +2,662.7% | +1,403.5% | +213.9% |
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 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