+412.6%
CSX vs MKC
+25.4%
+387.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +3.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.6% |
| 30D | +6.8% | +8.0% | -1.2% | +4.1% |
| 3M | +0.7% | -8.6% | +9.3% | +3.4% |
| 6M | +13.3% | +1.1% | +12.2% | +11.9% |
| YTD | +40.5% | -27.7% | +68.2% | +54.8% |
| 1Y | +44.7% | -23.7% | +68.4% | +56.2% |
| 3Y | +74.5% | -19.4% | +93.9% | +80.7% |
| 5Y | +52.0% | -33.3% | +85.3% | +66.8% |
| 10Y | +412.6% | +24.0% | +388.7% | +363.1% |
| All | +412.6% | +25.4% | +387.3% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling