+21.6%
MCD vs CHRW
+83.1%
-61.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -6.0% | -3.5% | -2.6% | -5.8% |
| 3M | -5.6% | -19.4% | +13.8% | -4.4% |
| 6M | -21.9% | -21.4% | -0.5% | -20.9% |
| YTD | -14.7% | -7.1% | -7.6% | -15.2% |
| 1Y | -17.3% | +17.8% | -35.1% | -19.9% |
| 3Y | -2.2% | +78.8% | -80.9% | -10.5% |
| All | +21.6% | +83.1% | -61.5% | +8.9% |
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 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