+177.7%
CHRW vs MXL
+284.4%
-106.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +4.4% | +16.6% | -12.3% | +2.9% |
| 30D | +5.5% | +0.5% | +5.0% | +5.1% |
| 3M | -17.3% | -3.6% | -13.6% | -18.5% |
| 6M | -12.7% | +328.0% | -340.7% | -29.3% |
| YTD | -4.1% | +297.8% | -301.9% | -21.9% |
| 1Y | +21.2% | +339.4% | -318.2% | -3.1% |
| 3Y | +88.9% | +201.7% | -112.8% | +48.4% |
| 5Y | +93.1% | +32.8% | +60.3% | +61.2% |
| All | +177.7% | +284.4% | -106.7% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling