+496.7%
CSX vs MXL
+273.2%
+223.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -2.1% |
| 7D | -0.6% | +19.0% | -19.6% | -2.6% |
| 30D | -3.2% | +4.5% | -7.7% | -4.1% |
| 3M | +2.6% | -1.5% | +4.1% | -0.2% |
| 6M | +19.8% | +348.6% | -328.8% | -11.3% |
| YTD | +34.7% | +310.3% | -275.6% | +0.7% |
| 1Y | +52.1% | +344.7% | -292.6% | +11.2% |
| 3Y | +68.4% | +211.2% | -142.8% | +18.0% |
| 5Y | +65.1% | +34.8% | +30.3% | +28.8% |
| 10Y | +496.7% | +286.5% | +210.2% | +209.2% |
| All | +496.7% | +273.2% | +223.5% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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