+6.0%
MCHP vs CSX
+65.9%
-59.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | +1.7% | -3.4% | +5.1% | +4.4% |
| 30D | -4.1% | -3.1% | -1.0% | -1.8% |
| 3M | -22.5% | +7.2% | -29.7% | -27.4% |
| 6M | +7.3% | +16.2% | -8.9% | -5.7% |
| YTD | +18.4% | +37.5% | -19.2% | -9.3% |
| 1Y | +18.1% | +53.2% | -35.1% | -17.1% |
| 3Y | -2.8% | +68.2% | -71.0% | -38.7% |
| All | +6.0% | +65.9% | -59.8% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling