+2,089.9%
MCD vs CHRW
+4,173.0%
-2,083.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.6% |
| 30D | -6.0% | -3.5% | -2.6% | -5.5% |
| 3M | -5.6% | -19.4% | +13.8% | -2.7% |
| 6M | -21.9% | -21.4% | -0.5% | -19.4% |
| YTD | -14.7% | -7.1% | -7.6% | -15.0% |
| 1Y | -17.3% | +17.8% | -35.1% | -21.4% |
| 3Y | -2.2% | +78.8% | -80.9% | -15.3% |
| 5Y | +20.3% | +83.5% | -63.2% | +2.1% |
| 10Y | +180.7% | +160.2% | +20.5% | +118.7% |
| All | +2,089.9% | +4,173.0% | -2,083.1% | +960.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling