+68.6%
CSX vs MTCH
+38.9%
+29.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -5.5% | -5.7% | +0.2% | -4.7% |
| 30D | +4.9% | -4.5% | +9.4% | +5.5% |
| 3M | -2.9% | +7.1% | -10.0% | -4.4% |
| 6M | +8.3% | +3.8% | +4.6% | +6.9% |
| YTD | +36.7% | +23.6% | +13.1% | +29.8% |
| 1Y | +41.5% | +22.2% | +19.3% | +34.6% |
| 3Y | +68.6% | +43.6% | +25.0% | +51.5% |
| All | +68.6% | +38.9% | +29.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling