+61.3%
MDT vs CHRW
+131.8%
-70.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +10.5% | -4.3% | +14.8% | +11.1% |
| 3M | +13.0% | -7.4% | +20.4% | +13.9% |
| 6M | +38.7% | -20.7% | +59.4% | +42.8% |
| YTD | +8.5% | -15.9% | +24.3% | +9.3% |
| 1Y | +10.0% | -9.9% | +19.9% | +9.2% |
| 3Y | +58.6% | +79.0% | -20.4% | +30.2% |
| 5Y | -0.3% | +61.3% | -61.6% | -17.8% |
| 10Y | +61.3% | +128.5% | -67.3% | +14.2% |
| All | +61.3% | +131.8% | -70.5% | +14.2% |
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