+53.2%
CSX vs MTZ
+30.9%
+22.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.7% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | -3.1% | -11.1% | +8.0% | -2.3% |
| 3M | +7.2% | -36.7% | +43.9% | +10.7% |
| 6M | +16.2% | -21.9% | +38.1% | +16.5% |
| YTD | +37.5% | +9.1% | +28.4% | +34.9% |
| 1Y | +53.2% | +30.0% | +23.3% | +50.3% |
| All | +53.2% | +30.9% | +22.4% | +50.3% |
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