+59.3%
CHRW vs MDY
+35.5%
+23.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +4.7% | +3.0% | +1.7% | +2.8% |
| 30D | -2.6% | +0.8% | -3.4% | -3.0% |
| 3M | -8.0% | -5.1% | -2.9% | -5.0% |
| 6M | -19.0% | +1.2% | -20.2% | -19.7% |
| YTD | -15.5% | +12.5% | -27.9% | -21.3% |
| 1Y | -10.8% | +13.8% | -24.6% | -17.5% |
| 3Y | +79.8% | +56.4% | +23.4% | +34.1% |
| 5Y | +59.3% | +35.3% | +24.0% | +24.4% |
| All | +59.3% | +35.5% | +23.7% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling