+67.8%
CSX vs MKC
-33.7%
+101.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -3.4% | -5.9% | +2.5% | -2.0% |
| 30D | -3.1% | -0.9% | -2.2% | -3.0% |
| 3M | +7.2% | +12.7% | -5.6% | +3.5% |
| 6M | +16.2% | -19.3% | +35.5% | +22.4% |
| YTD | +37.5% | -22.2% | +59.7% | +46.0% |
| 1Y | +53.2% | -23.3% | +76.6% | +63.1% |
| 3Y | +68.2% | -30.0% | +98.2% | +83.3% |
| All | +67.8% | -33.7% | +101.5% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling