-17.0%
MDLN vs CHRW
-3.8%
-13.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -6.2% | +4.1% | -10.3% | -6.4% |
| 30D | +0.7% | +1.9% | -1.2% | +0.6% |
| 3M | -5.4% | -21.2% | +15.7% | -4.9% |
| 6M | -21.6% | -16.7% | -4.9% | -21.5% |
| YTD | -18.9% | -5.4% | -13.6% | -2.4% |
| All | -17.0% | -3.8% | -13.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling