+68.6%
CSX vs MKC
-18.6%
+87.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -2.7% |
| 7D | -5.5% | +2.3% | -7.9% | -5.9% |
| 30D | +4.9% | +8.1% | -3.2% | +3.4% |
| 3M | -2.9% | -6.4% | +3.6% | -1.9% |
| 6M | +8.3% | +1.8% | +6.6% | +7.4% |
| YTD | +36.7% | -26.9% | +63.6% | +44.7% |
| 1Y | +41.5% | -21.7% | +63.2% | +47.4% |
| 3Y | +68.6% | -18.7% | +87.4% | +69.9% |
| All | +68.6% | -18.6% | +87.2% | +69.9% |
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