+267.3%
MP vs CHRW
+99.3%
+168.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.4% |
| 7D | +2.3% | -0.1% | +2.3% | +2.3% |
| 30D | -15.3% | -4.3% | -11.0% | -14.3% |
| 3M | -33.5% | -7.4% | -26.1% | -32.6% |
| 6M | -45.5% | -20.7% | -24.8% | -43.1% |
| YTD | -27.3% | -15.9% | -11.4% | -27.0% |
| 1Y | -40.7% | -9.9% | -30.8% | -42.2% |
| 3Y | +145.9% | +79.0% | +66.9% | +67.6% |
| 5Y | -13.9% | +61.3% | -75.2% | -37.4% |
| All | +267.3% | +99.3% | +168.0% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling