+3,877.1%
CHRW vs MTCH
+1,623.7%
+2,253.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +7.3% | +6.7% | +0.6% | +6.0% |
| 30D | -3.6% | -1.8% | -1.8% | -3.4% |
| 3M | -9.6% | +12.2% | -21.8% | -11.7% |
| 6M | -17.0% | +16.6% | -33.6% | -19.7% |
| YTD | -15.4% | +31.8% | -47.3% | -20.2% |
| 1Y | -10.0% | +30.8% | -40.8% | -14.9% |
| 3Y | +82.2% | +49.6% | +32.5% | +64.5% |
| 5Y | +59.4% | -70.3% | +129.7% | +84.8% |
| 10Y | +129.7% | +155.1% | -25.3% | +53.2% |
| All | +3,877.1% | +1,623.7% | +2,253.4% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling