+179.2%
CHRW vs MGY
+210.4%
-31.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +3.5% | +3.5% | -0.1% | +3.0% |
| 30D | +4.6% | +5.3% | -0.7% | +3.8% |
| 3M | -19.7% | +2.6% | -22.4% | -20.2% |
| 6M | -12.4% | -3.3% | -9.1% | -12.6% |
| YTD | -3.9% | +29.2% | -33.1% | -8.1% |
| 1Y | +18.4% | +18.0% | +0.4% | +14.5% |
| 3Y | +88.8% | +30.0% | +58.8% | +77.8% |
| 5Y | +93.5% | +92.7% | +0.9% | +70.6% |
| All | +179.2% | +210.4% | -31.2% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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