+157.1%
MMM vs CHRW
+63.9%
+93.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +6.2% | +0.6% | +5.6% | +6.1% |
| 30D | +14.2% | -7.3% | +21.5% | +15.0% |
| 3M | +2.9% | -14.2% | +17.1% | +4.4% |
| 6M | +27.6% | -25.1% | +52.6% | +30.6% |
| YTD | +17.3% | -21.2% | +38.4% | +17.6% |
| 1Y | +15.1% | -14.2% | +29.2% | +13.5% |
| 3Y | +157.1% | +63.5% | +93.6% | +127.8% |
| All | +157.1% | +63.9% | +93.2% | +127.8% |
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