+3,790.5%
CSX vs MLM
+3,210.3%
+580.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.7% |
| 7D | +0.1% | +9.1% | -9.0% | -3.3% |
| 30D | +9.7% | +14.6% | -4.9% | +3.9% |
| 3M | +2.3% | +0.3% | +2.0% | +1.9% |
| 6M | +17.1% | -7.5% | +24.5% | +19.5% |
| YTD | +44.9% | -10.2% | +55.1% | +49.1% |
| 1Y | +47.1% | -10.5% | +57.6% | +51.5% |
| 3Y | +78.6% | +27.8% | +50.7% | +57.7% |
| 5Y | +57.2% | +38.9% | +18.3% | +32.2% |
| 10Y | +479.2% | +211.4% | +267.8% | +236.1% |
| All | +3,790.5% | +3,210.3% | +580.2% | +987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling