+72.2%
CSX vs MKC
-29.9%
+102.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | -5.9% | +2.5% | -2.4% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | +7.2% | +12.7% | -5.6% | +4.5% |
| 6M | +16.2% | -19.3% | +35.5% | +20.7% |
| YTD | +37.5% | -22.2% | +59.7% | +43.6% |
| 1Y | +53.2% | -23.3% | +76.6% | +60.3% |
| All | +72.2% | -29.9% | +102.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling