+427.3%
CSX vs MLM
+185.4%
+241.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.6% |
| 7D | -5.5% | -4.1% | -1.4% | -3.8% |
| 30D | +4.9% | +8.2% | -3.2% | +1.2% |
| 3M | -2.9% | -3.6% | +0.7% | -1.6% |
| 6M | +8.3% | -15.6% | +23.9% | +15.5% |
| YTD | +36.7% | -16.4% | +53.2% | +45.6% |
| 1Y | +41.5% | -14.3% | +55.8% | +48.9% |
| 3Y | +68.6% | +19.3% | +49.3% | +50.0% |
| 5Y | +48.4% | +29.6% | +18.9% | +24.2% |
| All | +427.3% | +185.4% | +241.9% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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