+3,877.1%
CHRW vs MDY
+1,387.8%
+2,489.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.3% | +2.3% | +5.0% | +5.6% |
| 30D | -3.6% | +2.0% | -5.6% | -4.9% |
| 3M | -9.6% | -5.6% | -3.9% | -5.8% |
| 6M | -17.0% | +1.3% | -18.3% | -18.0% |
| YTD | -15.4% | +12.3% | -27.8% | -22.2% |
| 1Y | -10.0% | +15.8% | -25.8% | -18.9% |
| 3Y | +82.2% | +56.5% | +25.7% | +29.7% |
| 5Y | +59.4% | +35.1% | +24.2% | +24.3% |
| 10Y | +129.7% | +167.4% | -37.7% | +1.2% |
| All | +3,877.1% | +1,387.8% | +2,489.3% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling