+58.3%
CSX vs MET
+85.0%
-26.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | +6.0% | +4.5% | +1.5% | +4.0% |
| 30D | +7.8% | +3.5% | +4.3% | +6.2% |
| 3M | +4.1% | +5.9% | -1.8% | +1.4% |
| 6M | +17.9% | +33.1% | -15.2% | +3.7% |
| YTD | +44.9% | +33.6% | +11.3% | +26.6% |
| 1Y | +51.1% | +32.7% | +18.5% | +32.4% |
| 3Y | +78.3% | +85.0% | -6.8% | +33.4% |
| All | +58.3% | +85.0% | -26.7% | +16.4% |
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