+78.4%
MMM vs CHRW
+131.8%
-53.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -2.6% | -0.1% | -2.6% | -2.6% |
| 30D | +17.4% | -4.3% | +21.7% | +18.4% |
| 3M | +3.6% | -7.4% | +11.0% | +4.8% |
| 6M | +33.0% | -20.7% | +53.7% | +38.6% |
| YTD | +19.6% | -15.9% | +35.5% | +20.2% |
| 1Y | +14.0% | -9.9% | +23.9% | +12.0% |
| 3Y | +164.3% | +79.0% | +85.3% | +98.9% |
| 5Y | +49.3% | +61.3% | -12.0% | +14.0% |
| 10Y | +78.4% | +128.5% | -50.2% | +19.3% |
| All | +78.4% | +131.8% | -53.4% | +19.3% |
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