+129.8%
CHRW vs MKC
+24.3%
+105.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +4.7% | -7.3% | +12.0% | +6.6% |
| 30D | -2.6% | +4.0% | -6.6% | -3.5% |
| 3M | -8.0% | -11.5% | +3.5% | -5.6% |
| 6M | -19.0% | +1.1% | -20.1% | -19.5% |
| YTD | -15.5% | -29.9% | +14.4% | -8.9% |
| 1Y | -10.8% | -27.0% | +16.2% | -5.0% |
| 3Y | +79.8% | -22.3% | +102.1% | +85.8% |
| 5Y | +59.3% | -36.0% | +95.3% | +72.2% |
| All | +129.8% | +24.3% | +105.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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