+1,098.3%
MPC vs CHRW
+126.6%
+971.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | -3.4% | -5.5% | -7.9% |
| 30D | -14.4% | -9.4% | -5.0% | -12.3% |
| 3M | +21.9% | -12.6% | +34.6% | +25.6% |
| 6M | +60.1% | -24.2% | +84.3% | +70.1% |
| YTD | +142.3% | -18.9% | +161.2% | +147.8% |
| 1Y | +101.7% | -13.7% | +115.4% | +101.5% |
| 3Y | +184.8% | +72.6% | +112.2% | +109.2% |
| 5Y | +564.6% | +55.6% | +509.0% | +385.7% |
| 10Y | +1,098.3% | +122.7% | +975.6% | +629.5% |
| All | +1,098.3% | +126.6% | +971.7% | +629.5% |
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