+86.0%
CHRW vs MDY
+51.1%
+35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | +0.9% | -3.1% | +4.1% | +2.9% |
| 3M | -19.9% | +1.8% | -21.7% | -20.8% |
| 6M | -15.8% | +10.8% | -26.6% | -21.0% |
| YTD | -5.6% | +14.4% | -20.0% | -12.6% |
| 1Y | +21.0% | +15.2% | +5.8% | +11.6% |
| 3Y | +86.0% | +51.2% | +34.8% | +44.7% |
| All | +86.0% | +51.1% | +35.0% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling