+147.2%
CSX vs MP
+262.7%
-115.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.7% | +3.0% |
| 7D | +0.1% | -12.5% | +12.7% | +1.0% |
| 30D | +9.7% | -23.3% | +33.1% | +11.6% |
| 3M | +2.3% | -24.4% | +26.6% | +3.9% |
| 6M | +17.1% | -45.8% | +62.8% | +21.1% |
| YTD | +44.9% | -28.9% | +73.8% | +45.8% |
| 1Y | +47.1% | -34.6% | +81.7% | +48.5% |
| 3Y | +78.6% | +118.7% | -40.1% | +54.2% |
| 5Y | +57.2% | -3.1% | +60.3% | +42.9% |
| All | +147.2% | +262.7% | -115.5% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling