+254.1%
MP vs CHRW
+86.8%
+167.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.7% |
| 7D | -10.5% | +0.6% | -11.1% | -10.8% |
| 30D | -23.5% | -7.3% | -16.3% | -21.9% |
| 3M | -25.4% | -14.2% | -11.3% | -22.5% |
| 6M | -51.3% | -25.1% | -26.2% | -48.2% |
| YTD | -29.9% | -21.2% | -8.7% | -28.2% |
| 1Y | -31.8% | -14.2% | -17.7% | -32.5% |
| 3Y | +127.0% | +63.5% | +63.5% | +60.2% |
| 5Y | -3.3% | +49.6% | -52.9% | -27.9% |
| All | +254.1% | +86.8% | +167.3% | +214.1% |
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