+9,772.3%
CSX vs MTZ
+3,062.5%
+6,709.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +7.2% | -36.7% | +43.9% | +12.2% |
| 6M | +16.2% | -21.9% | +38.1% | +18.4% |
| YTD | +37.5% | +9.1% | +28.4% | +34.3% |
| 1Y | +53.2% | +30.0% | +23.3% | +46.1% |
| 3Y | +68.2% | +138.5% | -70.2% | +45.6% |
| 5Y | +65.2% | +158.3% | -93.1% | +39.9% |
| 10Y | +504.1% | +700.8% | -196.6% | +339.2% |
| All | +9,772.3% | +3,062.5% | +6,709.7% | +5,652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling