+416.4%
CSX vs MTB
+119.7%
+296.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | +8.7% | +0.1% | +8.6% | +8.7% |
| 3M | +4.2% | -12.1% | +16.3% | +10.0% |
| 6M | +16.7% | +7.3% | +9.4% | +12.7% |
| YTD | +44.5% | +11.5% | +32.9% | +37.0% |
| 1Y | +50.3% | +21.3% | +29.0% | +37.4% |
| 3Y | +76.3% | +104.1% | -27.8% | +26.2% |
| 5Y | +58.1% | +61.8% | -3.7% | +20.3% |
| 10Y | +416.4% | +115.4% | +301.0% | +211.9% |
| All | +416.4% | +119.7% | +296.7% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling