+74.5%
CSX vs MET
+77.6%
-3.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +7.0% | +3.3% | +3.7% | +5.6% |
| 3M | -0.3% | +4.2% | -4.5% | -2.2% |
| 6M | +13.5% | +27.3% | -13.8% | +1.7% |
| YTD | +41.5% | +29.8% | +11.7% | +25.0% |
| 1Y | +45.8% | +30.2% | +15.5% | +28.4% |
| All | +74.5% | +77.6% | -3.1% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling