+427.3%
CSX vs MET
+222.3%
+205.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.6% |
| 7D | -5.5% | -1.2% | -4.4% | -4.9% |
| 30D | +4.9% | +3.2% | +1.7% | +3.2% |
| 3M | -2.9% | -1.1% | -1.8% | -2.5% |
| 6M | +8.3% | +25.0% | -16.7% | -4.1% |
| YTD | +36.7% | +27.9% | +8.9% | +18.9% |
| 1Y | +41.5% | +32.9% | +8.6% | +20.5% |
| 3Y | +68.6% | +78.8% | -10.2% | +20.2% |
| 5Y | +48.4% | +79.6% | -31.1% | +2.9% |
| All | +427.3% | +222.3% | +205.0% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling