+37.0%
MDT vs CHRW
+183.1%
-146.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | +0.2% | +4.6% | -4.4% | -0.7% |
| 3M | +14.3% | -19.7% | +34.0% | +18.3% |
| 6M | +4.0% | -12.4% | +16.4% | +5.4% |
| YTD | -3.7% | -3.9% | +0.2% | -4.8% |
| 1Y | -0.4% | +18.4% | -18.7% | -6.4% |
| 3Y | +23.3% | +88.8% | -65.5% | +1.3% |
| 5Y | -18.9% | +93.5% | -112.4% | -35.6% |
| All | +37.0% | +183.1% | -146.1% | -7.6% |
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 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