+482.4%
CSX vs MTZ
+743.1%
-260.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.7% |
| 7D | +0.6% | +3.6% | -2.9% | -0.3% |
| 30D | -2.3% | -9.6% | +7.4% | -0.1% |
| 3M | +4.3% | -31.9% | +36.2% | +12.3% |
| 6M | +23.4% | -13.8% | +37.2% | +24.1% |
| YTD | +36.4% | +13.3% | +23.2% | +27.4% |
| 1Y | +53.0% | +39.3% | +13.8% | +34.2% |
| 3Y | +70.6% | +168.3% | -97.7% | +17.9% |
| 5Y | +65.5% | +166.4% | -100.9% | +9.9% |
| 10Y | +482.4% | +739.9% | -257.6% | +137.3% |
| All | +482.4% | +743.1% | -260.7% | +137.3% |
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 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