+23.4%
MCD vs CHRW
+60.9%
-37.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.9% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | +16.6% | -4.3% | +20.9% | +16.9% |
| 3M | +0.9% | -7.4% | +8.4% | +1.3% |
| 6M | +1.5% | -20.7% | +22.2% | +2.5% |
| YTD | -8.3% | -15.9% | +7.5% | -8.4% |
| 1Y | -8.1% | -9.9% | +1.8% | -8.9% |
| 3Y | +10.3% | +79.0% | -68.6% | 0.0% |
| 5Y | +23.4% | +61.3% | -37.9% | +12.0% |
| All | +23.4% | +60.9% | -37.5% | +12.0% |
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