+51.1%
CSX vs MMM
+9.8%
+41.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +7.8% | +11.7% | -3.9% | +5.0% |
| 3M | +4.1% | +1.0% | +3.1% | +3.8% |
| 6M | +17.9% | +26.0% | -8.1% | +10.0% |
| YTD | +44.9% | +16.3% | +28.6% | +37.7% |
| 1Y | +51.1% | +9.6% | +41.5% | +47.7% |
| All | +51.1% | +9.8% | +41.4% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling