+808.8%
MU vs CSX
+74.3%
+734.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.1% | -16.2% |
| 7D | -29.7% | -2.7% | -27.0% | -28.6% |
| 30D | -37.2% | +7.0% | -44.2% | -39.9% |
| 3M | -26.5% | -0.3% | -26.2% | -26.5% |
| 6M | +2.6% | +13.5% | -11.0% | -5.6% |
| YTD | +130.1% | +41.5% | +88.6% | +83.7% |
| 1Y | +176.7% | +45.8% | +130.9% | +116.7% |
| All | +808.8% | +74.3% | +734.6% | +519.2% |
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