+178.3%
CHRW vs MTCH
+208.0%
-29.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.1% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +4.6% | +15.9% | -11.3% | +2.6% |
| 3M | -19.7% | +23.3% | -43.0% | -22.0% |
| 6M | -12.4% | +40.1% | -52.6% | -16.4% |
| YTD | -3.9% | +33.6% | -37.5% | -7.7% |
| 1Y | +18.4% | +14.1% | +4.3% | +15.8% |
| 3Y | +88.8% | +1.4% | +87.4% | +84.2% |
| 5Y | +93.5% | -73.1% | +166.7% | +110.7% |
| All | +178.3% | +208.0% | -29.7% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling