+4,467.3%
CSX vs MTCH
+14,607.1%
-10,139.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | +9.7% | -12.8% | -4.3% |
| 3M | +7.2% | +21.1% | -13.9% | +4.2% |
| 6M | +16.2% | +37.5% | -21.3% | +10.8% |
| YTD | +37.5% | +31.9% | +5.6% | +31.8% |
| 1Y | +53.2% | +14.6% | +38.7% | +49.4% |
| 3Y | +68.2% | -6.2% | +74.4% | +65.8% |
| 5Y | +65.2% | -70.6% | +135.8% | +83.5% |
| 10Y | +504.1% | +185.6% | +318.6% | +375.9% |
| All | +4,467.3% | +14,607.1% | -10,139.8% | +2,772.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling