-11.3%
MP vs CHRW
+53.0%
-64.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +5.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -18.2% | -9.4% | -8.8% | -15.9% |
| 3M | -26.1% | -13.3% | -12.9% | -23.6% |
| 6M | -44.0% | -24.2% | -19.9% | -40.8% |
| YTD | -25.3% | -18.9% | -6.4% | -24.3% |
| 1Y | -35.6% | -12.4% | -23.2% | -36.8% |
| 3Y | +147.1% | +72.2% | +74.8% | +67.4% |
| 5Y | -11.3% | +53.4% | -64.6% | -34.7% |
| All | -11.3% | +53.0% | -64.3% | -34.7% |
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