+67.8%
CSX vs MLM
+41.9%
+25.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | -3.4% | -2.9% | -0.5% | -2.2% |
| 30D | -3.1% | -6.8% | +3.7% | -0.3% |
| 3M | +7.2% | -11.2% | +18.4% | +11.8% |
| 6M | +16.2% | -21.8% | +38.0% | +28.0% |
| YTD | +37.5% | -17.0% | +54.5% | +46.7% |
| 1Y | +53.2% | -16.4% | +69.6% | +62.6% |
| 3Y | +68.2% | +14.5% | +53.8% | +51.5% |
| All | +67.8% | +41.9% | +25.9% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling