+65.5%
CSX vs MTCH
-73.0%
+138.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +0.9% |
| 30D | -2.3% | +10.4% | -12.7% | -3.9% |
| 3M | +4.3% | +21.0% | -16.7% | +0.8% |
| 6M | +23.4% | +36.6% | -13.3% | +16.6% |
| YTD | +36.4% | +29.7% | +6.7% | +29.7% |
| 1Y | +53.0% | +8.6% | +44.4% | +49.8% |
| 3Y | +70.6% | -2.7% | +73.3% | +66.2% |
| 5Y | +65.5% | -72.9% | +138.4% | +80.9% |
| All | +65.5% | -73.0% | +138.5% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling