+504.6%
CSX vs MPC
+1,131.7%
-627.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +5.4% | -8.8% | -4.8% |
| 30D | -3.1% | +31.0% | -34.1% | -10.3% |
| 3M | +7.2% | +46.0% | -38.9% | -4.0% |
| 6M | +16.2% | +77.3% | -61.1% | -2.4% |
| YTD | +37.5% | +141.9% | -104.4% | +5.3% |
| 1Y | +53.2% | +120.9% | -67.7% | +19.9% |
| 3Y | +68.2% | +182.7% | -114.4% | +19.6% |
| 5Y | +65.2% | +646.4% | -581.2% | -15.1% |
| All | +504.6% | +1,131.7% | -627.2% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling