+137.7%
MCHP vs CSX
+422.0%
-284.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +1.9% |
| 7D | -17.5% | -0.3% | -17.2% | -17.0% |
| 30D | -15.8% | +8.7% | -24.5% | -20.6% |
| 3M | -22.9% | +4.2% | -27.1% | -25.2% |
| 6M | -36.6% | +16.7% | -53.2% | -43.7% |
| YTD | -0.8% | +44.5% | -45.3% | -24.1% |
| 1Y | +16.5% | +50.3% | -33.7% | -13.0% |
| 3Y | -13.6% | +76.3% | -89.9% | -42.9% |
| 5Y | -17.0% | +58.1% | -75.2% | -41.4% |
| 10Y | +137.7% | +416.4% | -278.7% | +21.0% |
| All | +137.7% | +422.0% | -284.3% | +21.0% |
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