+569.6%
MA vs CHRW
+131.8%
+437.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +11.0% | -4.3% | +15.3% | +11.8% |
| 3M | +17.9% | -7.4% | +25.3% | +19.0% |
| 6M | +33.2% | -20.7% | +53.8% | +37.8% |
| YTD | +16.5% | -15.9% | +32.3% | +17.4% |
| 1Y | +19.1% | -9.9% | +29.0% | +17.8% |
| 3Y | +70.6% | +79.0% | -8.4% | +33.0% |
| 5Y | +92.1% | +61.3% | +30.8% | +51.4% |
| 10Y | +569.6% | +128.5% | +441.0% | +349.0% |
| All | +569.6% | +131.8% | +437.8% | +349.0% |
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