+1,753.3%
MCHP vs CHRW
+3,791.5%
-2,038.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +5.7% | +7.3% | -1.6% | +2.7% |
| 30D | -13.4% | -3.6% | -9.9% | -12.1% |
| 3M | -20.1% | -9.6% | -10.5% | -17.4% |
| 6M | -35.5% | -17.0% | -18.5% | -31.9% |
| YTD | -1.6% | -15.4% | +13.9% | +1.3% |
| 1Y | +15.5% | -10.0% | +25.5% | +15.6% |
| 3Y | -13.2% | +82.2% | -95.3% | -39.1% |
| 5Y | -17.5% | +59.4% | -76.8% | -39.5% |
| 10Y | +136.0% | +129.7% | +6.2% | +43.8% |
| All | +1,753.3% | +3,791.5% | -2,038.2% | +211.4% |
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 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