-17.3%
MCD vs CSX
+55.3%
-72.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | -6.0% | -3.1% | -2.9% | -5.6% |
| 3M | -5.6% | +7.2% | -12.7% | -7.0% |
| 6M | -21.9% | +16.2% | -38.0% | -24.6% |
| YTD | -14.7% | +37.5% | -52.2% | -20.6% |
| 1Y | -17.3% | +53.2% | -70.5% | -23.8% |
| All | -17.3% | +55.3% | -72.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling