-3.7%
MDLN vs CHRW
-14.1%
+10.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -0.4% | +7.3% | -7.7% | -0.9% |
| 30D | +9.9% | -3.6% | +13.4% | +9.8% |
| 3M | +10.9% | -9.6% | +20.5% | +11.0% |
| 6M | +2.0% | -17.0% | +19.0% | +1.8% |
| YTD | -6.0% | -15.4% | +9.4% | +13.3% |
| All | -3.7% | -14.1% | +10.3% | +16.6% |
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 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