+23.0%
MMM vs CHRW
-10.6%
+33.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.5% |
| 7D | +12.2% | +4.9% | +7.3% | +12.1% |
| 30D | +18.8% | -4.8% | +23.7% | +18.9% |
| 3M | +7.4% | -13.1% | +20.5% | +7.5% |
| 6M | +38.3% | -16.3% | +54.7% | +37.7% |
| YTD | +22.9% | -15.8% | +38.7% | +16.5% |
| 1Y | +23.0% | -11.1% | +34.1% | +14.9% |
| All | +23.0% | -10.6% | +33.6% | +14.9% |
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