+20.8%
MCD vs CHRW
+58.8%
-38.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +7.3% | -8.9% | -2.1% |
| 30D | +14.1% | -3.6% | +17.7% | +14.3% |
| 3M | +0.6% | -9.6% | +10.2% | +1.1% |
| 6M | 0.0% | -17.0% | +17.0% | +0.7% |
| YTD | -9.3% | -15.4% | +6.2% | -9.4% |
| 1Y | -9.3% | -10.0% | +0.7% | -10.0% |
| 3Y | +8.6% | +82.2% | -73.5% | -1.8% |
| All | +20.8% | +58.8% | -38.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling