+58.3%
CSX vs MTZ
+89.4%
-31.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +6.0% | +5.0% | +1.0% | +5.2% |
| 30D | +7.8% | -6.0% | +13.8% | +8.2% |
| 3M | +4.1% | -36.1% | +40.2% | +10.3% |
| 6M | +17.9% | -56.9% | +74.8% | +31.7% |
| YTD | +44.9% | -15.9% | +60.8% | +43.4% |
| 1Y | +51.1% | -3.8% | +55.0% | +46.0% |
| 3Y | +78.3% | +272.3% | -194.0% | +27.1% |
| All | +58.3% | +89.4% | -31.1% | +27.0% |
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 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