+2,128.6%
MCHP vs CHRW
+4,173.0%
-2,044.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.3% |
| 30D | -4.1% | -3.5% | -0.6% | -2.7% |
| 3M | -22.5% | -19.4% | -3.1% | -16.3% |
| 6M | +7.3% | -21.4% | +28.7% | +16.2% |
| YTD | +18.4% | -7.1% | +25.5% | +18.0% |
| 1Y | +18.1% | +17.8% | +0.3% | +4.7% |
| 3Y | -2.8% | +78.8% | -81.6% | -30.6% |
| 5Y | +5.5% | +83.5% | -78.0% | -26.8% |
| 10Y | +185.8% | +160.2% | +25.6% | +66.4% |
| All | +2,128.6% | +4,173.0% | -2,044.4% | +262.7% |
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