+43.7%
CSX vs MULL
+1,100.2%
-1,056.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.3% | -9.5% | +2.3% |
| 7D | -2.2% | -27.1% | +24.9% | -1.5% |
| 30D | +6.8% | -54.2% | +61.0% | +9.2% |
| 3M | +0.7% | -42.0% | +42.7% | +1.6% |
| 6M | +13.3% | -43.5% | +56.7% | +11.0% |
| YTD | +40.5% | +199.9% | -159.4% | +22.6% |
| 1Y | +44.7% | +292.8% | -248.2% | +23.0% |
| All | +43.7% | +1,100.2% | -1,056.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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