+4,271.9%
MU vs CSX
+436.1%
+3,835.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +4.5% |
| 7D | -12.0% | -2.2% | -9.8% | -10.8% |
| 30D | -28.7% | +6.8% | -35.6% | -32.0% |
| 3M | -16.4% | +0.7% | -17.1% | -17.5% |
| 6M | -1.8% | +13.3% | -15.1% | -10.1% |
| YTD | +157.1% | +40.5% | +116.5% | +104.4% |
| 1Y | +208.5% | +44.7% | +163.8% | +140.9% |
| 3Y | +906.2% | +74.5% | +831.7% | +584.3% |
| 5Y | +893.4% | +52.0% | +841.4% | +626.5% |
| 10Y | +4,271.9% | +412.6% | +3,859.2% | +2,161.6% |
| All | +4,271.9% | +436.1% | +3,835.8% | +2,161.6% |
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