+189.8%
MU vs CSX
+41.0%
+148.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +6.4% |
| 7D | -22.0% | -5.5% | -16.5% | -20.2% |
| 30D | -36.6% | +4.9% | -41.5% | -38.1% |
| 3M | -21.7% | -2.9% | -18.9% | -20.1% |
| 6M | +3.5% | +8.3% | -4.8% | -1.4% |
| YTD | +141.9% | +36.7% | +105.2% | +106.6% |
| 1Y | +189.8% | +41.5% | +148.3% | +141.4% |
| All | +189.8% | +41.0% | +148.8% | +141.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling