+174.3%
CHRW vs MGY
+206.7%
-32.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +0.9% | +10.1% | -9.2% | -0.5% |
| 3M | -19.9% | -1.5% | -18.4% | -19.9% |
| 6M | -15.8% | -4.9% | -10.9% | -15.7% |
| YTD | -5.6% | +27.7% | -33.3% | -9.5% |
| 1Y | +21.0% | +20.1% | +1.0% | +16.7% |
| 3Y | +86.0% | +24.9% | +61.2% | +76.1% |
| 5Y | +88.6% | +91.6% | -2.9% | +66.5% |
| All | +174.3% | +206.7% | -32.4% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling