+40.7%
CHRW vs MULL
+2,561.4%
-2,520.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.8% | -10.7% | +0.7% |
| 7D | -1.4% | +17.3% | -18.7% | -1.9% |
| 30D | -3.5% | +23.5% | -27.0% | -4.2% |
| 3M | -19.4% | -24.0% | +4.6% | -19.4% |
| 6M | -21.4% | +276.7% | -298.1% | -28.1% |
| YTD | -7.1% | +565.1% | -572.2% | -18.2% |
| 1Y | +17.8% | +2,802.6% | -2,784.8% | -5.1% |
| All | +40.7% | +2,561.4% | -2,520.7% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling