+505.6%
MA vs CHRW
+168.2%
+337.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | -1.8% | +1.9% | -3.7% | -2.2% |
| 30D | +1.4% | +0.9% | +0.5% | +1.1% |
| 3M | +17.7% | -19.9% | +37.6% | +22.9% |
| 6M | +9.7% | -15.8% | +25.5% | +12.4% |
| YTD | +0.5% | -5.6% | +6.1% | -0.7% |
| 1Y | -2.1% | +21.0% | -23.1% | -10.2% |
| 3Y | +40.1% | +86.0% | -45.9% | +9.9% |
| 5Y | +67.5% | +88.6% | -21.1% | +27.3% |
| 10Y | +505.6% | +169.3% | +336.3% | +298.5% |
| All | +505.6% | +168.2% | +337.4% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling