-20.7%
MDLN vs CHRW
-2.3%
-18.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -11.1% | +3.5% | -14.6% | -11.3% |
| 30D | -8.4% | +4.6% | -13.0% | -8.6% |
| 3M | -12.4% | -19.7% | +7.3% | -11.9% |
| 6M | -23.3% | -12.4% | -10.8% | -23.3% |
| YTD | -22.5% | -3.9% | -18.6% | -6.8% |
| All | -20.7% | -2.3% | -18.3% | -4.1% |
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