+553.1%
MA vs CHRW
+127.5%
+425.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +14.7% | -7.3% | +22.0% | +16.3% |
| 3M | +13.5% | -14.2% | +27.7% | +16.6% |
| 6M | +33.1% | -25.1% | +58.2% | +39.5% |
| YTD | +15.1% | -21.2% | +36.2% | +17.8% |
| 1Y | +18.7% | -14.2% | +32.9% | +18.7% |
| 3Y | +72.1% | +63.5% | +8.6% | +37.4% |
| 5Y | +92.8% | +49.6% | +43.2% | +54.9% |
| All | +553.1% | +127.5% | +425.6% | +346.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling