+18.4%
CHRW vs MTCH
+14.2%
+4.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.1% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | +4.6% | +15.9% | -11.3% | +0.4% |
| 3M | -19.7% | +23.3% | -43.0% | -25.0% |
| 6M | -12.4% | +40.1% | -52.6% | -23.2% |
| YTD | -3.9% | +33.6% | -37.5% | -14.0% |
| 1Y | +18.4% | +14.1% | +4.3% | +11.2% |
| All | +18.4% | +14.2% | +4.2% | +11.2% |
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