+914.5%
MMM vs CHRW
+3,527.3%
-2,612.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | +6.2% | +0.6% | +5.6% | +6.0% |
| 30D | +14.2% | -7.3% | +21.5% | +16.0% |
| 3M | +2.9% | -14.2% | +17.1% | +6.2% |
| 6M | +27.6% | -25.1% | +52.6% | +34.7% |
| YTD | +17.3% | -21.2% | +38.4% | +20.7% |
| 1Y | +15.1% | -14.2% | +29.2% | +15.7% |
| 3Y | +157.1% | +63.5% | +93.6% | +112.0% |
| 5Y | +45.1% | +49.6% | -4.5% | +20.9% |
| 10Y | +83.9% | +129.4% | -45.5% | +34.6% |
| All | +914.5% | +3,527.3% | -2,612.8% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling