+8.6%
MCD vs CHRW
+80.1%
-71.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +7.3% | -8.9% | -1.9% |
| 30D | +14.1% | -3.6% | +17.7% | +14.2% |
| 3M | +0.6% | -9.6% | +10.2% | +0.8% |
| 6M | 0.0% | -17.0% | +17.0% | +0.2% |
| YTD | -9.3% | -15.4% | +6.2% | -9.7% |
| 1Y | -9.3% | -10.0% | +0.7% | -10.1% |
| 3Y | +8.6% | +82.2% | -73.5% | +1.9% |
| All | +8.6% | +80.1% | -71.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling