+59.2%
CSX vs MTB
+61.4%
-2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +9.7% | +0.8% | +8.9% | +9.4% |
| 3M | +4.9% | -12.8% | +17.7% | +10.1% |
| 6M | +18.4% | +6.7% | +11.7% | +15.2% |
| YTD | +45.9% | +11.3% | +34.5% | +39.6% |
| 1Y | +50.0% | +20.2% | +29.8% | +39.6% |
| 3Y | +78.0% | +103.8% | -25.7% | +37.6% |
| 5Y | +59.2% | +60.9% | -1.7% | +29.7% |
| All | +59.2% | +61.4% | -2.3% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling