-10.0%
MCHP vs CSX
+73.0%
-83.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +3.3% |
| 7D | -19.2% | -2.2% | -17.0% | -17.5% |
| 30D | -18.6% | +6.8% | -25.4% | -22.5% |
| 3M | -26.9% | +0.7% | -27.6% | -27.3% |
| 6M | -37.2% | +13.3% | -50.5% | -44.1% |
| YTD | -1.8% | +40.5% | -42.4% | -27.4% |
| 1Y | +12.1% | +44.7% | -32.5% | -18.9% |
| 3Y | -10.0% | +74.5% | -84.5% | -50.4% |
| All | -10.0% | +73.0% | -83.0% | -50.4% |
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