+920.8%
MDB vs CHRW
+104.8%
+816.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.8% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -15.2% | -9.4% | -5.8% | -13.0% |
| 3M | -17.9% | -13.3% | -4.7% | -15.1% |
| 6M | +9.3% | -24.2% | +33.5% | +15.8% |
| YTD | -22.0% | -18.9% | -3.1% | -20.2% |
| 1Y | -9.3% | -12.4% | +3.0% | -9.6% |
| 3Y | -10.4% | +72.2% | -82.6% | -31.8% |
| 5Y | -43.2% | +53.4% | -96.6% | -54.8% |
| All | +920.8% | +104.8% | +816.0% | +638.8% |
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