+17.8%
CHRW vs MTCH
+13.9%
+3.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -3.5% | +9.7% | -13.2% | -5.9% |
| 3M | -19.4% | +21.1% | -40.5% | -24.2% |
| 6M | -21.4% | +37.5% | -58.9% | -30.4% |
| YTD | -7.1% | +31.9% | -39.1% | -16.4% |
| 1Y | +17.8% | +14.6% | +3.3% | +8.7% |
| All | +17.8% | +13.9% | +3.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling