+47.9%
CSX vs MXL
-28.7%
+76.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.0% | -14.4% | -3.9% |
| 7D | -5.5% | -27.1% | +21.6% | -4.2% |
| 30D | +4.9% | -54.2% | +59.1% | +8.7% |
| 3M | -2.9% | -29.9% | +27.1% | -2.2% |
| 6M | +8.3% | -39.5% | +47.8% | +8.2% |
| YTD | +36.7% | +182.2% | -145.4% | +17.1% |
| 1Y | +41.5% | +231.8% | -190.3% | +19.0% |
| 3Y | +68.6% | +195.9% | -127.3% | +32.5% |
| All | +47.9% | -28.7% | +76.6% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling