+875.5%
MDB vs CHRW
+99.0%
+776.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.4% |
| 7D | -11.4% | +0.6% | -11.9% | -11.5% |
| 30D | -13.8% | -7.3% | -6.5% | -12.2% |
| 3M | -15.5% | -14.2% | -1.3% | -12.3% |
| 6M | +17.9% | -25.1% | +43.0% | +25.3% |
| YTD | -25.5% | -21.2% | -4.3% | -23.2% |
| 1Y | -12.1% | -14.2% | +2.1% | -11.9% |
| 3Y | -5.9% | +63.5% | -69.4% | -27.0% |
| 5Y | -43.7% | +49.6% | -93.3% | -54.8% |
| All | +875.5% | +99.0% | +776.5% | +611.6% |
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