+2.7%
MDT vs CHRW
+58.8%
-56.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.0% | +7.3% | -6.2% | +0.2% |
| 30D | +9.2% | -3.6% | +12.7% | +9.4% |
| 3M | +14.5% | -9.6% | +24.1% | +15.4% |
| 6M | +37.3% | -17.0% | +54.3% | +39.0% |
| YTD | +9.8% | -15.4% | +25.2% | +10.1% |
| 1Y | +10.5% | -10.0% | +20.5% | +9.8% |
| 3Y | +57.4% | +82.2% | -24.7% | +36.7% |
| All | +2.7% | +58.8% | -56.1% | -10.2% |
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 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