-7.8%
MP vs CHRW
+48.6%
-56.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -4.8% |
| 7D | -19.0% | +0.7% | -19.7% | -19.2% |
| 30D | -30.5% | -5.0% | -25.5% | -29.6% |
| 3M | -29.6% | -16.1% | -13.5% | -26.3% |
| 6M | -50.4% | -22.6% | -27.8% | -48.0% |
| YTD | -33.2% | -19.3% | -13.9% | -32.2% |
| 1Y | -38.6% | -14.9% | -23.6% | -39.0% |
| 3Y | +105.5% | +68.0% | +37.4% | +41.0% |
| 5Y | -7.8% | +53.2% | -61.0% | -32.4% |
| All | -7.8% | +48.6% | -56.5% | -32.4% |
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