+158.4%
MMM vs CHRW
+80.1%
+78.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -0.4% | +7.3% | -7.7% | -1.2% |
| 30D | +12.1% | -3.6% | +15.7% | +12.4% |
| 3M | +1.4% | -9.6% | +11.0% | +2.2% |
| 6M | +26.6% | -17.0% | +43.6% | +27.9% |
| YTD | +16.8% | -15.4% | +32.2% | +16.2% |
| 1Y | +10.1% | -10.0% | +20.1% | +8.2% |
| 3Y | +158.4% | +82.2% | +76.3% | +123.9% |
| All | +158.4% | +80.1% | +78.3% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling