+48.2%
CSX vs MTZ
+80.0%
-31.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.5% | -12.9% | -4.6% |
| 7D | -5.5% | -6.4% | +0.9% | -5.1% |
| 30D | +4.9% | -22.1% | +27.0% | +8.1% |
| 3M | -2.9% | -32.7% | +29.8% | +2.0% |
| 6M | +8.3% | -59.8% | +68.2% | +22.3% |
| YTD | +36.7% | -19.9% | +56.6% | +36.3% |
| 1Y | +41.5% | -11.5% | +53.0% | +38.5% |
| 3Y | +68.6% | +258.1% | -189.5% | +20.9% |
| All | +48.2% | +80.0% | -31.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling