+408.2%
CSX vs MMM
+79.9%
+328.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +0.7% | +7.0% | -6.2% | -2.6% |
| 30D | +8.1% | +18.4% | -10.3% | -0.6% |
| 3M | +2.2% | +4.5% | -2.3% | -0.3% |
| 6M | +14.6% | +33.4% | -18.8% | -1.4% |
| YTD | +42.2% | +20.0% | +22.2% | +28.1% |
| 1Y | +47.3% | +15.0% | +32.3% | +35.4% |
| 3Y | +73.5% | +165.0% | -91.5% | -4.3% |
| 5Y | +54.1% | +47.9% | +6.2% | +20.8% |
| All | +408.2% | +79.9% | +328.4% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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