+445.7%
CSX vs MPC
+1,111.6%
-665.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.3% |
| 7D | -2.7% | -12.8% | +10.1% | +0.7% |
| 30D | +7.0% | -12.7% | +19.7% | +10.4% |
| 3M | -0.3% | +27.1% | -27.4% | -7.7% |
| 6M | +13.5% | +45.8% | -32.3% | +0.6% |
| YTD | +41.5% | +134.7% | -93.2% | +8.3% |
| 1Y | +45.8% | +106.0% | -60.3% | +15.6% |
| 3Y | +74.4% | +165.5% | -91.1% | +25.3% |
| 5Y | +53.6% | +540.9% | -487.3% | -18.0% |
| All | +445.7% | +1,111.6% | -665.9% | +119.6% |
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