+1,362.4%
MU vs CSX
+68.2%
+1,294.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +9.0% | -3.4% | +12.4% | +11.3% |
| 30D | +13.8% | -3.1% | +16.9% | +16.1% |
| 3M | +2.1% | +7.2% | -5.1% | -2.4% |
| 6M | +153.8% | +16.2% | +137.6% | +130.7% |
| YTD | +256.4% | +37.5% | +218.8% | +192.4% |
| 1Y | +719.8% | +53.2% | +666.5% | +526.9% |
| All | +1,362.4% | +68.2% | +1,294.2% | +915.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling