+4,407.5%
MU vs CSX
+415.8%
+3,991.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.1% |
| 7D | +12.8% | +6.0% | +6.8% | +9.0% |
| 30D | -14.9% | +7.8% | -22.7% | -19.1% |
| 3M | -18.0% | +4.1% | -22.1% | -20.7% |
| 6M | -3.1% | +17.9% | -21.0% | -13.5% |
| YTD | +172.9% | +44.9% | +128.0% | +113.0% |
| 1Y | +228.8% | +51.1% | +177.7% | +150.0% |
| 3Y | +950.8% | +78.3% | +872.6% | +605.6% |
| 5Y | +931.3% | +58.1% | +873.2% | +636.3% |
| All | +4,407.5% | +415.8% | +3,991.7% | +2,138.2% |
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