+1,171.8%
MPC vs CHRW
+128.6%
+1,043.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +11.2% | +7.3% | +4.0% | +9.0% |
| 30D | -14.5% | -3.6% | -10.9% | -14.0% |
| 3M | +16.7% | -9.6% | +26.3% | +19.0% |
| 6M | +67.6% | -17.0% | +84.6% | +73.1% |
| YTD | +157.9% | -15.4% | +173.3% | +160.6% |
| 1Y | +116.7% | -10.0% | +126.6% | +113.9% |
| 3Y | +199.8% | +82.2% | +117.6% | +116.4% |
| 5Y | +604.4% | +59.4% | +545.1% | +413.5% |
| All | +1,171.8% | +128.6% | +1,043.1% | +666.6% |
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