+53.6%
CSX vs MP
-13.9%
+67.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -1.9% |
| 7D | -2.7% | -19.0% | +16.3% | -1.3% |
| 30D | +7.0% | -30.5% | +37.5% | +9.7% |
| 3M | -0.3% | -29.6% | +29.3% | +1.9% |
| 6M | +13.5% | -50.4% | +64.0% | +18.6% |
| YTD | +41.5% | -33.2% | +74.7% | +43.0% |
| 1Y | +45.8% | -38.6% | +84.3% | +47.8% |
| 3Y | +74.4% | +105.5% | -31.1% | +44.8% |
| 5Y | +53.6% | -7.8% | +61.4% | +39.7% |
| All | +53.6% | -13.9% | +67.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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