+189.8%
MU vs CSX
+45.3%
+144.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.1% |
| 7D | -12.0% | -2.2% | -9.8% | -11.1% |
| 30D | -28.7% | +6.8% | -35.6% | -30.9% |
| 3M | -16.4% | +0.7% | -17.1% | -16.1% |
| 6M | -1.8% | +13.3% | -15.1% | -8.4% |
| YTD | +157.1% | +40.5% | +116.5% | +114.3% |
| All | +189.8% | +45.3% | +144.5% | +133.7% |
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