+3,877.1%
CHRW vs MKC
+1,319.8%
+2,557.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +7.3% | -3.0% | +10.3% | +8.3% |
| 30D | -3.6% | +4.8% | -8.4% | -5.0% |
| 3M | -9.6% | -12.8% | +3.3% | -6.0% |
| 6M | -17.0% | +5.0% | -22.0% | -18.8% |
| YTD | -15.4% | -29.1% | +13.6% | -7.5% |
| 1Y | -10.0% | -26.4% | +16.4% | -2.8% |
| 3Y | +82.2% | -21.6% | +103.8% | +89.6% |
| 5Y | +59.4% | -35.2% | +94.6% | +74.0% |
| 10Y | +129.7% | +25.6% | +104.1% | +92.4% |
| All | +3,877.1% | +1,319.8% | +2,557.2% | +1,554.8% |
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