+178.3%
CHRW vs MKC
+29.9%
+148.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.5% | -1.5% | +4.9% | +3.8% |
| 30D | +4.6% | -3.1% | +7.7% | +5.3% |
| 3M | -19.7% | +5.2% | -24.9% | -20.7% |
| 6M | -12.4% | -12.8% | +0.4% | -9.9% |
| YTD | -3.9% | -23.3% | +19.4% | +1.5% |
| 1Y | +18.4% | -24.1% | +42.5% | +25.2% |
| 3Y | +88.8% | -32.1% | +121.0% | +103.8% |
| 5Y | +93.5% | -32.8% | +126.3% | +107.5% |
| All | +178.3% | +29.9% | +148.5% | +158.1% |
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