+10,056.0%
CSX vs MTB
+7,592.0%
+2,464.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.4% |
| 7D | -2.7% | -1.9% | -0.8% | -1.9% |
| 30D | +7.0% | +0.5% | +6.5% | +6.8% |
| 3M | -0.3% | -12.2% | +11.9% | +5.3% |
| 6M | +13.5% | +3.4% | +10.2% | +11.5% |
| YTD | +41.5% | +11.3% | +30.2% | +34.4% |
| 1Y | +45.8% | +23.3% | +22.5% | +32.5% |
| 3Y | +74.4% | +96.8% | -22.4% | +27.2% |
| 5Y | +53.6% | +65.8% | -12.2% | +15.9% |
| 10Y | +465.6% | +140.0% | +325.6% | +239.8% |
| All | +10,056.0% | +7,592.0% | +2,464.0% | +1,577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling