+188.9%
MCHP vs CHRW
+182.4%
+6.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -2.1% | +4.4% | -6.4% | -3.8% |
| 30D | -11.1% | +5.5% | -16.6% | -13.2% |
| 3M | -18.1% | -17.3% | -0.8% | -12.7% |
| 6M | +10.8% | -12.7% | +23.4% | +14.5% |
| YTD | +14.2% | -4.1% | +18.4% | +11.7% |
| 1Y | +13.5% | +21.2% | -7.8% | -1.9% |
| 3Y | -2.0% | +88.9% | -90.9% | -34.2% |
| 5Y | +1.4% | +93.1% | -91.7% | -34.4% |
| All | +188.9% | +182.4% | +6.4% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling