+416.4%
CSX vs MMM
+79.4%
+337.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.3% | -2.6% | +2.3% | +1.0% |
| 30D | +8.7% | +17.4% | -8.7% | +0.4% |
| 3M | +4.2% | +3.6% | +0.6% | +2.1% |
| 6M | +16.7% | +33.0% | -16.4% | +0.5% |
| YTD | +44.5% | +19.6% | +24.8% | +30.3% |
| 1Y | +50.3% | +14.0% | +36.2% | +38.8% |
| 3Y | +76.3% | +164.3% | -88.0% | -2.7% |
| 5Y | +58.1% | +49.3% | +8.8% | +23.0% |
| 10Y | +416.4% | +78.4% | +338.0% | +256.8% |
| All | +416.4% | +79.4% | +337.0% | +256.8% |
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