+412.6%
CSX vs MTZ
+544.1%
-131.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.6% | -5.8% | +0.8% |
| 7D | -2.2% | -2.4% | +0.2% | -2.3% |
| 30D | +6.8% | -11.1% | +17.9% | +8.7% |
| 3M | +0.7% | -30.6% | +31.3% | +8.1% |
| 6M | +13.3% | -54.4% | +67.6% | +32.4% |
| YTD | +40.5% | -13.0% | +53.6% | +37.8% |
| 1Y | +44.7% | -5.7% | +50.4% | +38.7% |
| 3Y | +74.5% | +297.2% | -222.7% | +5.1% |
| 5Y | +52.0% | +95.9% | -43.9% | +8.1% |
| 10Y | +412.6% | +492.6% | -80.0% | +128.0% |
| All | +412.6% | +544.1% | -131.5% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling