+1,524.8%
CSX vs MUB
+77.6%
+1,447.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | +7.0% | +3.8% | +3.3% | +6.0% |
| 3M | -0.3% | -0.7% | +0.4% | -0.1% |
| 6M | +13.5% | -0.8% | +14.3% | +13.7% |
| YTD | +41.5% | 0.0% | +41.5% | +41.5% |
| 1Y | +45.8% | +0.6% | +45.1% | +45.6% |
| 3Y | +74.4% | +11.4% | +63.0% | +69.9% |
| 5Y | +53.6% | +3.1% | +50.6% | +51.7% |
| 10Y | +465.6% | +20.2% | +445.4% | +462.3% |
| All | +1,524.8% | +77.6% | +1,447.2% | +1,429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling