+427.3%
CSX vs MKC
+25.9%
+401.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -2.3% |
| 7D | -5.5% | +2.3% | -7.9% | -6.3% |
| 30D | +4.9% | +8.1% | -3.2% | +2.2% |
| 3M | -2.9% | -6.4% | +3.6% | -1.0% |
| 6M | +8.3% | +1.8% | +6.6% | +6.8% |
| YTD | +36.7% | -26.9% | +63.6% | +50.1% |
| 1Y | +41.5% | -21.7% | +63.2% | +51.3% |
| 3Y | +68.6% | -18.7% | +87.4% | +74.2% |
| 5Y | +48.4% | -32.8% | +81.3% | +62.5% |
| All | +427.3% | +25.9% | +401.4% | +379.2% |
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