+177.3%
MCD vs CSX
+504.4%
-327.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -2.8% | -3.4% | +0.6% | -1.8% |
| 30D | -6.0% | -3.1% | -2.9% | -5.2% |
| 3M | -5.6% | +7.2% | -12.7% | -7.8% |
| 6M | -21.9% | +16.2% | -38.0% | -25.8% |
| YTD | -14.7% | +37.5% | -52.2% | -23.3% |
| 1Y | -17.3% | +53.2% | -70.5% | -28.2% |
| 3Y | -2.2% | +68.2% | -70.4% | -19.1% |
| 5Y | +20.3% | +65.2% | -44.9% | -1.7% |
| All | +177.3% | +504.4% | -327.1% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling