+27.6%
MCK vs CHRW
-10.6%
+38.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +7.0% |
| 7D | +11.3% | +4.9% | +6.4% | +10.9% |
| 30D | +16.8% | -4.8% | +21.6% | +17.2% |
| 3M | +28.9% | -13.1% | +42.1% | +30.2% |
| 6M | +32.7% | -16.3% | +49.0% | +32.4% |
| YTD | +30.8% | -15.8% | +46.6% | +30.3% |
| 1Y | +27.6% | -11.1% | +38.7% | +25.9% |
| All | +27.6% | -10.6% | +38.1% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling