+33.1%
MA vs CHRW
-23.7%
+56.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | +14.7% | -7.3% | +22.0% | +14.5% |
| 3M | +13.5% | -14.2% | +27.7% | +12.8% |
| 6M | +33.1% | -25.1% | +58.2% | +26.8% |
| All | +33.1% | -23.7% | +56.8% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling