+14.6%
MMM vs CHRW
-12.5%
+27.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | +5.8% | +0.2% | +5.5% | +5.8% |
| 30D | +17.9% | -9.4% | +27.3% | +18.1% |
| 3M | +3.6% | -13.3% | +16.8% | +3.7% |
| 6M | +32.9% | -24.2% | +57.1% | +32.7% |
| YTD | +19.5% | -18.9% | +38.3% | +13.0% |
| All | +14.6% | -12.5% | +27.1% | +5.5% |
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