-9.9%
CHRW vs MULL
+338.1%
-348.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +24.0% | -20.3% | +3.2% |
| 7D | -0.1% | -2.5% | +2.5% | -0.2% |
| 30D | -4.3% | -40.1% | +35.8% | -3.9% |
| 3M | -7.4% | -28.2% | +20.8% | -7.6% |
| 6M | -20.7% | -39.6% | +18.9% | -21.2% |
| YTD | -15.9% | +262.6% | -278.5% | -27.1% |
| 1Y | -9.9% | +366.2% | -376.1% | -24.5% |
| All | -9.9% | +338.1% | -348.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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