+9,772.3%
CSX vs MMM
+2,854.2%
+6,918.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -3.3% | -0.1% | -1.5% |
| 30D | -3.1% | -7.0% | +3.9% | +0.9% |
| 3M | +7.2% | +10.8% | -3.6% | +0.6% |
| 6M | +16.2% | +5.8% | +10.4% | +11.5% |
| YTD | +37.5% | +6.8% | +30.8% | +30.6% |
| 1Y | +53.2% | +10.4% | +42.8% | +41.8% |
| 3Y | +68.2% | +104.7% | -36.5% | +2.9% |
| 5Y | +65.2% | +23.6% | +41.7% | +33.4% |
| 10Y | +504.1% | +54.1% | +450.0% | +316.0% |
| All | +9,772.3% | +2,854.2% | +6,918.1% | +1,423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling