+5,798.8%
CSX vs MET
+1,300.1%
+4,498.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -3.4% | +1.2% | -4.5% | -3.8% |
| 30D | -3.1% | +1.4% | -4.5% | -3.7% |
| 3M | +7.2% | +17.7% | -10.5% | +0.3% |
| 6M | +16.2% | +35.0% | -18.8% | +2.8% |
| YTD | +37.5% | +26.3% | +11.3% | +24.6% |
| 1Y | +53.2% | +22.8% | +30.4% | +40.1% |
| 3Y | +68.2% | +65.9% | +2.3% | +35.4% |
| 5Y | +65.2% | +85.4% | -20.1% | +25.6% |
| 10Y | +504.1% | +253.7% | +250.4% | +248.3% |
| All | +5,798.8% | +1,300.1% | +4,498.6% | +1,963.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling