+3,695.2%
CHRW vs MLM
+2,034.4%
+1,660.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.0% | -2.6% |
| 7D | +0.7% | -1.2% | +1.9% | +1.1% |
| 30D | -5.0% | +7.9% | -12.9% | -7.3% |
| 3M | -16.1% | -4.5% | -11.6% | -15.2% |
| 6M | -22.6% | -12.6% | -10.0% | -20.0% |
| YTD | -19.3% | -14.9% | -4.4% | -16.1% |
| 1Y | -14.9% | -13.1% | -1.9% | -12.1% |
| 3Y | +68.0% | +21.2% | +46.8% | +54.5% |
| 5Y | +53.2% | +32.0% | +21.1% | +34.9% |
| 10Y | +134.8% | +195.3% | -60.5% | +49.5% |
| All | +3,695.2% | +2,034.4% | +1,660.7% | +899.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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