-40.5%
MDB vs CHRW
+58.8%
-99.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +6.8% | +7.3% | -0.5% | +4.9% |
| 30D | -6.2% | -3.6% | -2.6% | -5.5% |
| 3M | -29.2% | -9.6% | -19.7% | -27.8% |
| 6M | +10.3% | -17.0% | +27.3% | +13.3% |
| YTD | -20.4% | -15.4% | -4.9% | -19.9% |
| 1Y | -4.8% | -10.0% | +5.2% | -6.3% |
| 3Y | -11.6% | +82.2% | -93.7% | -34.8% |
| All | -40.5% | +58.8% | -99.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling