+74.7%
CSX vs MXL
+166.4%
-91.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | -3.4% | +1.6% | -5.0% | -3.4% |
| 30D | -3.1% | -7.0% | +3.9% | -3.0% |
| 3M | +7.2% | -33.4% | +40.6% | +7.6% |
| 6M | +16.2% | +260.2% | -244.0% | +5.7% |
| YTD | +37.5% | +260.0% | -222.4% | +24.9% |
| 1Y | +53.2% | +303.5% | -250.2% | +37.6% |
| All | +74.7% | +166.4% | -91.7% | +56.3% |
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