+1,010.1%
MDB vs CHRW
+138.3%
+871.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.9% |
| 7D | -18.0% | +1.9% | -20.0% | -18.4% |
| 30D | -10.7% | +0.9% | -11.7% | -11.0% |
| 3M | +1.0% | -19.9% | +20.9% | +6.3% |
| 6M | +31.6% | -15.8% | +47.4% | +35.9% |
| YTD | -15.2% | -5.6% | -9.6% | -16.4% |
| 1Y | +10.1% | +21.0% | -10.9% | -0.7% |
| 3Y | -5.6% | +86.0% | -91.7% | -28.6% |
| 5Y | -24.5% | +88.6% | -113.2% | -43.2% |
| All | +1,010.1% | +138.3% | +871.8% | +674.8% |
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