+11.2%
MCD vs CSX
+74.3%
-63.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.4% |
| 7D | +8.0% | -2.7% | +10.7% | +8.5% |
| 30D | +19.6% | +7.0% | +12.6% | +18.3% |
| 3M | +2.2% | -0.3% | +2.5% | +2.2% |
| 6M | -1.1% | +13.5% | -14.7% | -3.4% |
| YTD | -7.2% | +41.5% | -48.7% | -12.9% |
| 1Y | -6.7% | +45.8% | -52.5% | -12.8% |
| All | +11.2% | +74.3% | -63.1% | -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