+29.4%
MMM vs CHRW
+83.1%
-53.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | -7.0% | -3.5% | -3.6% | -6.4% |
| 3M | +10.8% | -19.4% | +30.2% | +14.6% |
| 6M | +5.8% | -21.4% | +27.1% | +9.6% |
| YTD | +6.8% | -7.1% | +13.9% | +5.4% |
| 1Y | +10.4% | +17.8% | -7.4% | +2.1% |
| 3Y | +104.7% | +78.8% | +25.9% | +67.4% |
| All | +29.4% | +83.1% | -53.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling