+282.1%
CHRW vs MXL
+249.5%
+32.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -3.5% | -7.0% | +3.5% | -3.2% |
| 3M | -19.4% | -33.4% | +14.0% | -18.1% |
| 6M | -21.4% | +260.2% | -281.5% | -34.7% |
| YTD | -7.1% | +260.0% | -267.1% | -23.1% |
| 1Y | +17.8% | +303.5% | -285.7% | -4.2% |
| 3Y | +78.8% | +160.4% | -81.7% | +44.1% |
| 5Y | +83.5% | +14.7% | +68.8% | +56.1% |
| 10Y | +160.2% | +215.6% | -55.4% | +86.4% |
| All | +282.1% | +249.5% | +32.6% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling