+78.3%
CSX vs MXL
+237.7%
-159.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.5% |
| 7D | +6.0% | +13.4% | -7.5% | +5.6% |
| 30D | +7.8% | -29.2% | +37.0% | +8.4% |
| 3M | +4.1% | -27.2% | +31.3% | +4.3% |
| 6M | +17.9% | -36.4% | +54.3% | +17.7% |
| YTD | +44.9% | +220.0% | -175.1% | +31.3% |
| 1Y | +51.1% | +304.8% | -253.6% | +34.9% |
| 3Y | +78.3% | +238.5% | -160.2% | +49.2% |
| All | +78.3% | +237.7% | -159.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling