+427.3%
CSX vs MTB
+135.3%
+292.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -5.5% | -1.3% | -4.2% | -4.9% |
| 30D | +4.9% | +0.5% | +4.4% | +4.7% |
| 3M | -2.9% | -12.4% | +9.5% | +2.7% |
| 6M | +8.3% | +1.5% | +6.8% | +7.2% |
| YTD | +36.7% | +10.3% | +26.4% | +30.3% |
| 1Y | +41.5% | +22.2% | +19.3% | +28.9% |
| 3Y | +68.6% | +96.9% | -28.3% | +22.4% |
| 5Y | +48.4% | +64.3% | -15.9% | +11.9% |
| All | +427.3% | +135.3% | +292.0% | +188.5% |
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