+1,079.5%
MPC vs CHRW
+127.5%
+952.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -16.2% | +0.6% | -16.8% | -16.4% |
| 30D | -15.7% | -7.3% | -8.4% | -14.3% |
| 3M | +24.9% | -14.2% | +39.1% | +29.2% |
| 6M | +52.7% | -25.1% | +77.7% | +62.6% |
| YTD | +131.9% | -21.2% | +153.0% | +139.1% |
| 1Y | +96.6% | -14.2% | +110.8% | +96.5% |
| 3Y | +163.8% | +63.5% | +100.3% | +97.4% |
| 5Y | +533.1% | +49.6% | +483.5% | +368.9% |
| All | +1,079.5% | +127.5% | +952.0% | +629.2% |
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 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