+13,824.2%
MA vs CHRW
+408.5%
+13,415.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.2% |
| 30D | +1.5% | -3.5% | +5.0% | +2.6% |
| 3M | +20.4% | -19.4% | +39.8% | +27.8% |
| 6M | +11.1% | -21.4% | +32.5% | +18.0% |
| YTD | +2.0% | -7.1% | +9.1% | +0.9% |
| 1Y | -2.2% | +17.8% | -20.0% | -12.5% |
| 3Y | +41.9% | +78.8% | -36.9% | +3.2% |
| 5Y | +75.4% | +83.5% | -8.2% | +22.1% |
| 10Y | +527.5% | +160.2% | +367.3% | +254.8% |
| All | +13,824.2% | +408.5% | +13,415.6% | +5,519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling