+445.3%
MP vs CHRW
+120.0%
+325.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | -2.9% | -1.4% | -1.4% | -2.4% |
| 30D | +13.8% | -3.5% | +17.3% | +15.0% |
| 3M | -16.7% | -19.4% | +2.7% | -11.9% |
| 6M | -11.5% | -21.4% | +9.9% | -6.1% |
| YTD | +7.9% | -7.1% | +15.1% | +5.9% |
| 1Y | -15.0% | +17.8% | -32.9% | -25.1% |
| 3Y | +153.5% | +78.8% | +74.7% | +78.8% |
| 5Y | +58.7% | +83.5% | -24.9% | +11.5% |
| All | +445.3% | +120.0% | +325.3% | +363.1% |
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 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