+4,266.9%
CHRW vs MKC
+1,458.1%
+2,808.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -1.4% | -5.9% | +4.5% | +0.4% |
| 30D | -3.5% | -0.9% | -2.6% | -3.3% |
| 3M | -19.4% | +12.7% | -32.1% | -22.6% |
| 6M | -21.4% | -19.3% | -2.1% | -16.6% |
| YTD | -7.1% | -22.2% | +15.0% | -0.9% |
| 1Y | +17.8% | -23.3% | +41.2% | +25.9% |
| 3Y | +78.8% | -30.0% | +108.8% | +93.7% |
| 5Y | +83.5% | -33.8% | +117.3% | +99.9% |
| 10Y | +160.2% | +24.4% | +135.8% | +120.0% |
| All | +4,266.9% | +1,458.1% | +2,808.8% | +1,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling