+177.7%
CHRW vs MDY
+175.0%
+2.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.8% |
| 7D | +4.4% | -2.5% | +6.9% | +5.9% |
| 30D | +5.5% | -5.0% | +10.5% | +8.6% |
| 3M | -17.3% | +0.5% | -17.7% | -17.6% |
| 6M | -12.7% | +8.0% | -20.7% | -16.5% |
| YTD | -4.1% | +12.2% | -16.3% | -10.0% |
| 1Y | +21.2% | +14.0% | +7.2% | +12.7% |
| 3Y | +88.9% | +48.2% | +40.7% | +50.1% |
| 5Y | +93.1% | +46.1% | +47.0% | +53.2% |
| All | +177.7% | +175.0% | +2.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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