+230.8%
MRK vs CSX
+415.8%
-185.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +0.7% | +6.0% | -5.3% | -0.6% |
| 30D | +0.3% | +7.8% | -7.5% | -1.4% |
| 3M | +9.7% | +4.1% | +5.6% | +8.6% |
| 6M | +32.0% | +17.9% | +14.0% | +27.0% |
| YTD | +43.3% | +44.9% | -1.6% | +31.7% |
| 1Y | +63.7% | +51.1% | +12.5% | +49.2% |
| 3Y | +58.0% | +78.3% | -20.3% | +37.3% |
| 5Y | +105.0% | +58.1% | +46.9% | +80.4% |
| All | +230.8% | +415.8% | -185.0% | +155.8% |
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