+68,550.7%
MU vs CSX
+10,514.4%
+58,036.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.8% |
| 3M | -26.5% | -0.3% | -26.2% | -26.9% |
| 6M | +2.6% | +13.5% | -11.0% | -5.0% |
| YTD | +130.1% | +41.5% | +88.6% | +88.3% |
| 1Y | +176.7% | +45.8% | +130.9% | +122.8% |
| 3Y | +813.1% | +74.4% | +738.7% | +560.7% |
| 5Y | +822.0% | +53.6% | +768.3% | +608.3% |
| 10Y | +3,936.2% | +465.6% | +3,470.5% | +1,415.5% |
| All | +68,550.7% | +10,514.4% | +58,036.3% | +6,082.4% |
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 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