-15.0%
MP vs CHRW
+16.7%
-31.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.3% |
| 7D | -2.9% | -1.8% | -1.0% | -2.7% |
| 30D | +13.8% | -3.9% | +17.7% | +14.2% |
| 3M | -16.7% | -19.7% | +3.0% | -15.1% |
| 6M | -11.5% | -21.7% | +10.2% | -10.1% |
| YTD | +7.9% | -7.5% | +15.5% | +6.2% |
| 1Y | -15.0% | +17.3% | -32.4% | -23.1% |
| All | -15.0% | +16.7% | -31.8% | -23.1% |
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 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