+41.5%
CSX vs MTB
+22.0%
+19.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -5.5% | -1.3% | -4.2% | -5.0% |
| 30D | +4.9% | +0.5% | +4.4% | +4.8% |
| 3M | -2.9% | -12.4% | +9.5% | +2.0% |
| 6M | +8.3% | +1.5% | +6.8% | +6.3% |
| YTD | +36.7% | +10.3% | +26.4% | +28.1% |
| 1Y | +41.5% | +22.2% | +19.3% | +23.8% |
| All | +41.5% | +22.0% | +19.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling