+93.1%
CHRW vs MTCH
-72.5%
+165.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +4.4% | -1.4% | +5.8% | +4.6% |
| 30D | +5.5% | +13.6% | -8.1% | +3.3% |
| 3M | -17.3% | +22.4% | -39.7% | -20.1% |
| 6M | -12.7% | +37.2% | -49.8% | -17.3% |
| YTD | -4.1% | +31.8% | -35.9% | -8.6% |
| 1Y | +21.2% | +12.9% | +8.3% | +18.0% |
| 3Y | +88.9% | -1.1% | +90.0% | +83.3% |
| 5Y | +93.1% | -73.5% | +166.6% | +100.5% |
| All | +93.1% | -72.5% | +165.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling