+106,206.6%
MU vs CSX
+10,217.9%
+95,988.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +9.0% | -3.4% | +12.4% | +11.0% |
| 30D | +13.8% | -3.1% | +16.9% | +15.8% |
| 3M | +2.1% | +7.2% | -5.1% | -1.8% |
| 6M | +153.8% | +16.2% | +137.6% | +133.5% |
| YTD | +256.4% | +37.5% | +218.8% | +198.3% |
| 1Y | +719.8% | +53.2% | +666.5% | +546.1% |
| 3Y | +1,360.4% | +68.2% | +1,292.1% | +983.3% |
| 5Y | +1,312.4% | +65.2% | +1,247.2% | +948.7% |
| 10Y | +6,142.6% | +504.1% | +5,638.4% | +2,181.2% |
| All | +106,206.6% | +10,217.9% | +95,988.7% | +9,695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling