+74.7%
CSX vs MTZ
+155.1%
-80.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | -3.4% | -1.6% | -1.8% | -3.2% |
| 30D | -3.1% | -11.1% | +8.0% | -1.9% |
| 3M | +7.2% | -36.7% | +43.9% | +12.1% |
| 6M | +16.2% | -21.9% | +38.1% | +17.8% |
| YTD | +37.5% | +9.1% | +28.4% | +33.5% |
| 1Y | +53.2% | +30.0% | +23.3% | +44.9% |
| All | +74.7% | +155.1% | -80.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling