+93.1%
CHRW vs MGY
+85.2%
+7.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | +1.8% | +2.6% | +4.0% |
| 30D | +5.5% | +6.5% | -1.0% | +4.2% |
| 3M | -17.3% | +0.3% | -17.6% | -17.5% |
| 6M | -12.7% | -2.4% | -10.3% | -13.1% |
| YTD | -4.1% | +29.0% | -33.1% | -9.7% |
| 1Y | +21.2% | +17.0% | +4.2% | +16.0% |
| 3Y | +88.9% | +26.2% | +62.8% | +74.1% |
| 5Y | +93.1% | +92.3% | +0.8% | +64.8% |
| All | +93.1% | +85.2% | +7.9% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling