+93.0%
CHRW vs MDY
+45.8%
+47.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | +4.1% | -0.8% | +4.8% | +4.5% |
| 30D | +1.9% | -3.9% | +5.8% | +4.4% |
| 3M | -21.2% | 0.0% | -21.1% | -21.2% |
| 6M | -16.7% | +8.5% | -25.2% | -20.9% |
| YTD | -5.4% | +13.2% | -18.6% | -12.1% |
| 1Y | +21.2% | +15.0% | +6.2% | +11.3% |
| 3Y | +86.5% | +49.6% | +36.9% | +43.6% |
| 5Y | +93.0% | +46.0% | +47.0% | +46.8% |
| All | +93.0% | +45.8% | +47.2% | +46.8% |
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