+4,524.1%
MU vs CSX
+419.3%
+4,104.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.2% |
| 7D | +21.6% | +3.1% | +18.6% | +19.3% |
| 30D | -16.2% | +9.7% | -25.9% | -21.3% |
| 3M | -12.4% | +4.9% | -17.3% | -15.6% |
| 6M | +4.2% | +18.4% | -14.2% | -7.2% |
| YTD | +180.0% | +45.9% | +134.1% | +117.6% |
| 1Y | +226.4% | +50.0% | +176.4% | +149.4% |
| 3Y | +969.7% | +78.0% | +891.7% | +618.9% |
| 5Y | +957.9% | +59.2% | +898.8% | +652.2% |
| All | +4,524.1% | +419.3% | +4,104.8% | +2,186.4% |
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