+78.3%
CSX vs MKC
-21.4%
+99.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +6.0% | -3.0% | +8.9% | +6.6% |
| 30D | +7.8% | +4.8% | +3.0% | +6.9% |
| 3M | +4.1% | -12.8% | +16.9% | +6.5% |
| 6M | +17.9% | +5.0% | +12.9% | +16.1% |
| YTD | +44.9% | -29.1% | +74.0% | +54.1% |
| 1Y | +51.1% | -26.4% | +77.5% | +59.4% |
| 3Y | +78.3% | -21.6% | +99.9% | +81.7% |
| All | +78.3% | -21.4% | +99.7% | +81.7% |
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