+83.0%
MMM vs CHRW
+131.6%
-48.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.1% |
| 7D | +5.8% | +0.2% | +5.5% | +5.7% |
| 30D | +17.9% | -9.4% | +27.3% | +20.6% |
| 3M | +3.6% | -13.3% | +16.8% | +6.7% |
| 6M | +32.9% | -24.2% | +57.1% | +40.1% |
| YTD | +19.5% | -18.9% | +38.3% | +21.2% |
| 1Y | +16.5% | -12.4% | +28.9% | +15.3% |
| 3Y | +167.2% | +72.2% | +94.9% | +103.1% |
| 5Y | +48.2% | +53.4% | -5.2% | +14.9% |
| 10Y | +83.0% | +127.0% | -43.9% | +19.3% |
| All | +83.0% | +131.6% | -48.6% | +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