+88.8%
CHRW vs MKSI
+190.8%
-102.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +3.5% | +2.7% | +0.8% | +3.2% |
| 30D | +4.6% | -12.8% | +17.4% | +5.9% |
| 3M | -19.7% | -22.5% | +2.8% | -17.8% |
| 6M | -12.4% | +19.4% | -31.8% | -15.3% |
| YTD | -3.9% | +67.7% | -71.6% | -10.7% |
| 1Y | +18.4% | +131.4% | -113.0% | +5.5% |
| 3Y | +88.8% | +197.3% | -108.5% | +43.3% |
| All | +88.8% | +190.8% | -102.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling