+72.2%
CSX vs MPC
+181.4%
-109.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +5.4% | -8.8% | -4.4% |
| 30D | -3.1% | +31.0% | -34.1% | -8.3% |
| 3M | +7.2% | +46.0% | -38.9% | -1.1% |
| 6M | +16.2% | +77.3% | -61.1% | +1.9% |
| YTD | +37.5% | +141.9% | -104.4% | +10.9% |
| 1Y | +53.2% | +120.9% | -67.7% | +25.9% |
| All | +72.2% | +181.4% | -109.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling