+67.8%
CSX vs MET
+85.3%
-17.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -3.4% | +1.2% | -4.5% | -3.9% |
| 30D | -3.1% | +1.4% | -4.5% | -3.8% |
| 3M | +7.2% | +17.7% | -10.5% | -0.4% |
| 6M | +16.2% | +35.0% | -18.8% | +1.5% |
| YTD | +37.5% | +26.3% | +11.3% | +23.3% |
| 1Y | +53.2% | +22.8% | +30.4% | +38.7% |
| 3Y | +68.2% | +65.9% | +2.3% | +32.4% |
| All | +67.8% | +85.3% | -17.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling