+427.3%
CSX vs MUB
+20.8%
+406.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | +0.7% | -6.2% | -6.0% |
| 30D | +4.9% | +4.4% | +0.6% | +1.8% |
| 3M | -2.9% | -0.2% | -2.7% | -2.7% |
| 6M | +8.3% | -0.6% | +9.0% | +8.8% |
| YTD | +36.7% | +0.3% | +36.4% | +36.5% |
| 1Y | +41.5% | +0.8% | +40.7% | +40.8% |
| 3Y | +68.6% | +12.0% | +56.6% | +54.6% |
| 5Y | +48.4% | +3.4% | +45.0% | +44.3% |
| All | +427.3% | +20.8% | +406.5% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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