+1,049.3%
CSX vs MXL
+174.0%
+875.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.0% | -14.4% | -4.7% |
| 7D | -5.5% | -27.1% | +21.6% | -2.5% |
| 30D | +4.9% | -54.2% | +59.1% | +13.8% |
| 3M | -2.9% | -29.9% | +27.1% | -1.3% |
| 6M | +8.3% | -39.5% | +47.8% | +8.3% |
| YTD | +36.7% | +182.2% | -145.4% | +2.9% |
| 1Y | +41.5% | +231.8% | -190.3% | +3.5% |
| 3Y | +68.6% | +195.9% | -127.3% | +12.9% |
| 5Y | +48.4% | -27.3% | +75.7% | +21.9% |
| 10Y | +446.6% | +159.9% | +286.7% | +209.1% |
| All | +1,049.3% | +174.0% | +875.4% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling