+19.9%
MDT vs CHRW
-10.6%
+30.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +10.7% | +4.9% | +5.9% | +10.5% |
| 30D | +19.3% | -4.8% | +24.1% | +19.4% |
| 3M | +22.8% | -13.1% | +35.9% | +23.2% |
| 6M | +36.4% | -16.3% | +52.7% | +36.4% |
| YTD | +12.1% | -15.8% | +27.9% | +10.3% |
| 1Y | +19.9% | -11.1% | +31.1% | +16.6% |
| All | +19.9% | -10.6% | +30.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling