+3,005.7%
MPC vs CHRW
+135.4%
+2,870.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.6% |
| 7D | -12.8% | +0.7% | -13.5% | -13.0% |
| 30D | -12.7% | -5.0% | -7.7% | -11.9% |
| 3M | +27.1% | -16.1% | +43.2% | +32.8% |
| 6M | +45.8% | -22.6% | +68.4% | +54.3% |
| YTD | +134.7% | -19.3% | +154.0% | +141.1% |
| 1Y | +106.0% | -14.9% | +121.0% | +107.2% |
| 3Y | +165.5% | +68.0% | +97.5% | +97.3% |
| 5Y | +540.9% | +53.2% | +487.7% | +375.5% |
| 10Y | +1,133.6% | +134.8% | +998.8% | +638.9% |
| All | +3,005.7% | +135.4% | +2,870.3% | +1,606.9% |
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