+93.0%
CHRW vs MKC
-34.7%
+127.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.1% | -4.3% | +8.4% | +4.9% |
| 30D | +1.9% | -3.1% | +5.0% | +2.5% |
| 3M | -21.2% | +6.8% | -28.0% | -22.1% |
| 6M | -16.7% | -18.3% | +1.7% | -13.5% |
| YTD | -5.4% | -23.1% | +17.7% | -1.0% |
| 1Y | +21.2% | -23.7% | +44.9% | +26.8% |
| 3Y | +86.5% | -31.0% | +117.5% | +100.0% |
| 5Y | +93.0% | -33.5% | +126.6% | +112.1% |
| All | +93.0% | -34.7% | +127.7% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling