+412.6%
CSX vs MET
+227.5%
+185.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.0% |
| 7D | -2.2% | +1.3% | -3.5% | -2.8% |
| 30D | +6.8% | +4.0% | +2.8% | +4.7% |
| 3M | +0.7% | +4.6% | -3.9% | -1.8% |
| 6M | +13.3% | +32.8% | -19.5% | -2.8% |
| YTD | +40.5% | +32.3% | +8.2% | +20.2% |
| 1Y | +44.7% | +37.1% | +7.5% | +21.3% |
| 3Y | +74.5% | +86.8% | -12.3% | +21.7% |
| 5Y | +52.0% | +87.4% | -35.4% | +3.2% |
| 10Y | +412.6% | +209.9% | +202.7% | +134.0% |
| All | +412.6% | +227.5% | +185.2% | +134.0% |
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