+10.5%
MCD vs CSX
+68.4%
-57.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.1% |
| 7D | +7.1% | -5.5% | +12.6% | +8.2% |
| 30D | +19.8% | +4.9% | +14.8% | +18.9% |
| 3M | +0.8% | -2.9% | +3.7% | +1.3% |
| 6M | -1.3% | +8.3% | -9.7% | -2.8% |
| YTD | -7.8% | +36.7% | -44.5% | -12.8% |
| 1Y | -5.0% | +41.5% | -46.5% | -10.7% |
| 3Y | +10.5% | +68.6% | -58.1% | -2.2% |
| All | +10.5% | +68.4% | -57.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling