+427.0%
MCK vs CHRW
+183.1%
+243.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -2.9% | +3.5% | -6.4% | -3.5% |
| 30D | +0.4% | +4.6% | -4.2% | -0.5% |
| 3M | +12.1% | -19.7% | +31.8% | +16.1% |
| 6M | -5.4% | -12.4% | +7.0% | -4.2% |
| YTD | +7.8% | -3.9% | +11.7% | +6.8% |
| 1Y | +22.9% | +18.4% | +4.6% | +16.1% |
| 3Y | +110.7% | +88.8% | +21.9% | +73.7% |
| 5Y | +346.2% | +93.5% | +252.6% | +244.4% |
| All | +427.0% | +183.1% | +243.9% | +233.7% |
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 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