+226.2%
MRK vs CSX
+502.6%
-276.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +11.0% | -1.5% | +12.5% | +11.3% |
| 3M | +22.4% | +6.0% | +16.4% | +20.7% |
| 6M | +25.4% | +20.6% | +4.8% | +20.0% |
| YTD | +39.5% | +36.5% | +3.0% | +29.9% |
| 1Y | +78.0% | +55.0% | +23.0% | +60.9% |
| 3Y | +45.5% | +70.8% | -25.2% | +27.2% |
| 5Y | +130.3% | +69.6% | +60.7% | +98.3% |
| All | +226.2% | +502.6% | -276.4% | +109.5% |
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