+53.8%
MMM vs CHRW
+168.2%
-114.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -8.0% | +0.9% | -8.9% | -8.3% |
| 3M | +9.4% | -19.9% | +29.2% | +14.9% |
| 6M | +10.2% | -15.8% | +26.0% | +13.5% |
| YTD | +6.1% | -5.6% | +11.7% | +4.2% |
| 1Y | +10.8% | +21.0% | -10.3% | -0.3% |
| 3Y | +104.8% | +86.0% | +18.8% | +54.9% |
| 5Y | +27.0% | +88.6% | -61.6% | -7.0% |
| 10Y | +53.8% | +169.3% | -115.5% | -2.9% |
| All | +53.8% | +168.2% | -114.4% | -2.9% |
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 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