-11.1%
CHRW vs MXL
+276.5%
-287.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.1% | +11.4% | +0.5% |
| 7D | +4.9% | -24.3% | +29.2% | +5.4% |
| 30D | -4.8% | -46.1% | +41.3% | -3.8% |
| 3M | -13.1% | -21.8% | +8.7% | -13.1% |
| 6M | -16.3% | -27.2% | +10.9% | -15.9% |
| YTD | -15.8% | +226.2% | -242.0% | -26.6% |
| 1Y | -11.1% | +297.0% | -308.1% | -25.7% |
| All | -11.1% | +276.5% | -287.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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