+93.0%
CHRW vs MXL
+34.9%
+58.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.3% |
| 7D | +4.1% | +19.0% | -14.9% | +2.8% |
| 30D | +1.9% | +4.5% | -2.6% | +1.3% |
| 3M | -21.2% | -1.5% | -19.6% | -22.1% |
| 6M | -16.7% | +348.6% | -365.3% | -31.4% |
| YTD | -5.4% | +310.3% | -315.6% | -21.5% |
| 1Y | +21.2% | +344.7% | -323.5% | -1.0% |
| 3Y | +86.5% | +211.2% | -124.7% | +49.5% |
| 5Y | +93.0% | +34.8% | +58.2% | +64.2% |
| All | +93.0% | +34.9% | +58.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling