+47.1%
CSX vs MTZ
-14.7%
+61.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.4% | +18.0% | +3.1% |
| 7D | +0.1% | -7.4% | +7.5% | +0.1% |
| 30D | +9.7% | -23.6% | +33.3% | +11.1% |
| 3M | +2.3% | -38.3% | +40.6% | +5.2% |
| 6M | +17.1% | -60.6% | +77.7% | +26.5% |
| YTD | +44.9% | -22.9% | +67.8% | +39.8% |
| 1Y | +47.1% | -14.3% | +61.4% | +37.1% |
| All | +47.1% | -14.7% | +61.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling