-19.0%
MDT vs CHRW
+89.2%
-108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +0.4% | +1.9% | -1.6% | +0.2% |
| 30D | +6.0% | +0.9% | +5.1% | +5.8% |
| 3M | +15.5% | -19.9% | +35.4% | +18.0% |
| 6M | +3.4% | -15.8% | +19.2% | +4.8% |
| YTD | -2.2% | -5.6% | +3.4% | -2.8% |
| 1Y | +2.6% | +21.0% | -18.5% | -1.9% |
| 3Y | +27.5% | +86.0% | -58.5% | +12.3% |
| All | -19.0% | +89.2% | -108.2% | -29.0% |
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