+211.7%
MCD vs CHRW
+127.5%
+84.2%
-36.9%
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% | -0.2% |
| 7D | +7.1% | +0.6% | +6.6% | +7.0% |
| 30D | +19.8% | -7.3% | +27.1% | +20.8% |
| 3M | +0.8% | -14.2% | +15.0% | +2.5% |
| 6M | -1.3% | -25.1% | +23.8% | +1.5% |
| YTD | -7.8% | -21.2% | +13.4% | -6.7% |
| 1Y | -5.0% | -14.2% | +9.2% | -5.3% |
| 3Y | +10.5% | +63.5% | -53.0% | -3.8% |
| 5Y | +22.0% | +49.6% | -27.6% | +6.0% |
| All | +211.7% | +127.5% | +84.2% | +146.5% |
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 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