+3,593.2%
CSX vs MLM
+2,961.7%
+631.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | -3.4% | -2.9% | -0.5% | -2.3% |
| 30D | -3.1% | -6.8% | +3.7% | -0.4% |
| 3M | +7.2% | -11.2% | +18.4% | +11.6% |
| 6M | +16.2% | -21.8% | +38.0% | +27.0% |
| YTD | +37.5% | -17.0% | +54.5% | +46.2% |
| 1Y | +53.2% | -16.4% | +69.6% | +62.3% |
| 3Y | +68.2% | +14.5% | +53.8% | +54.9% |
| 5Y | +65.2% | +41.7% | +23.5% | +37.8% |
| 10Y | +504.1% | +200.0% | +304.1% | +255.8% |
| All | +3,593.2% | +2,961.7% | +631.4% | +966.9% |
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