+6,096.0%
CSX vs MET
+1,385.2%
+4,710.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.7% | +3.4% | +5.3% | +7.3% |
| 3M | +4.2% | +7.0% | -2.8% | +1.4% |
| 6M | +16.7% | +34.6% | -18.0% | +3.5% |
| YTD | +44.5% | +34.0% | +10.5% | +27.9% |
| 1Y | +50.3% | +35.9% | +14.3% | +32.3% |
| 3Y | +76.3% | +85.5% | -9.2% | +36.0% |
| 5Y | +58.1% | +87.8% | -29.6% | +19.7% |
| 10Y | +416.4% | +199.7% | +216.7% | +215.3% |
| All | +6,096.0% | +1,385.2% | +4,710.9% | +2,017.3% |
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