+237.4%
MP vs CHRW
+91.2%
+146.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -4.7% |
| 7D | -19.0% | +0.7% | -19.7% | -19.2% |
| 30D | -30.5% | -5.0% | -25.5% | -29.5% |
| 3M | -29.6% | -16.1% | -13.5% | -26.2% |
| 6M | -50.4% | -22.6% | -27.8% | -47.9% |
| YTD | -33.2% | -19.3% | -13.9% | -32.0% |
| 1Y | -38.6% | -14.9% | -23.6% | -38.8% |
| 3Y | +105.5% | +68.0% | +37.4% | +43.7% |
| 5Y | -7.8% | +53.2% | -61.0% | -31.8% |
| All | +237.4% | +91.2% | +146.2% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling