+6,511.4%
MCD vs CSX
+10,514.4%
-4,003.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | +8.0% | -2.7% | +10.7% | +8.7% |
| 30D | +19.6% | +7.0% | +12.6% | +17.7% |
| 3M | +2.2% | -0.3% | +2.5% | +2.2% |
| 6M | -1.1% | +13.5% | -14.7% | -4.3% |
| YTD | -7.2% | +41.5% | -48.7% | -15.0% |
| 1Y | -6.7% | +45.8% | -52.5% | -15.1% |
| 3Y | +11.6% | +74.4% | -62.8% | -3.8% |
| 5Y | +22.6% | +53.6% | -31.0% | +7.9% |
| 10Y | +218.4% | +465.6% | -247.2% | +103.8% |
| All | +6,511.4% | +10,514.4% | -4,003.1% | +1,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling