+1,049.8%
MDB vs CHRW
+134.4%
+915.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | -17.4% | -1.4% | -16.0% | -17.0% |
| 30D | -2.0% | -3.5% | +1.4% | -1.0% |
| 3M | -3.0% | -19.4% | +16.4% | +1.9% |
| 6M | +48.7% | -21.4% | +70.1% | +56.6% |
| YTD | -12.1% | -7.1% | -5.0% | -12.9% |
| 1Y | +14.5% | +17.8% | -3.3% | +4.1% |
| 3Y | -6.1% | +78.8% | -84.9% | -27.9% |
| 5Y | -27.3% | +83.5% | -110.9% | -44.8% |
| All | +1,049.8% | +134.4% | +915.4% | +706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling