+53.6%
CSX vs MMM
+46.9%
+6.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.3% |
| 7D | -2.7% | +5.9% | -8.6% | -4.5% |
| 30D | +7.0% | +14.7% | -7.7% | +2.3% |
| 3M | -0.3% | +3.6% | -3.9% | -1.6% |
| 6M | +13.5% | +32.7% | -19.2% | +3.1% |
| YTD | +41.5% | +18.9% | +22.6% | +32.7% |
| 1Y | +45.8% | +16.4% | +29.4% | +37.6% |
| 3Y | +74.4% | +159.8% | -85.4% | +21.4% |
| 5Y | +53.6% | +47.2% | +6.4% | +35.1% |
| All | +53.6% | +46.9% | +6.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling