+88.4%
CHRW vs MXL
+200.2%
-111.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | +4.4% | +16.6% | -12.3% | +3.4% |
| 30D | +5.5% | +0.5% | +5.0% | +5.2% |
| 3M | -17.3% | -3.6% | -13.6% | -17.8% |
| 6M | -12.7% | +328.0% | -340.7% | -25.5% |
| YTD | -4.1% | +297.8% | -301.9% | -17.9% |
| 1Y | +21.2% | +339.4% | -318.2% | +2.3% |
| All | +88.4% | +200.2% | -111.8% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling