+57.5%
CHRW vs MXL
-19.3%
+76.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +0.4% |
| 7D | +7.3% | +13.4% | -6.1% | +6.3% |
| 30D | -3.6% | -29.2% | +25.7% | -1.9% |
| 3M | -9.6% | -27.2% | +17.6% | -8.9% |
| 6M | -17.0% | -36.4% | +19.4% | -16.6% |
| YTD | -15.4% | +220.0% | -235.4% | -29.5% |
| 1Y | -10.0% | +304.8% | -314.8% | -27.0% |
| 3Y | +82.2% | +238.5% | -156.3% | +41.2% |
| All | +57.5% | -19.3% | +76.7% | +38.3% |
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 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