+2,968.0%
MPC vs CHRW
+129.9%
+2,838.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | +24.9% | -14.2% | +39.1% | +29.6% |
| 6M | +52.7% | -25.1% | +77.7% | +63.3% |
| YTD | +131.9% | -21.2% | +153.0% | +139.9% |
| 1Y | +96.6% | -14.2% | +110.8% | +97.0% |
| 3Y | +163.8% | +63.5% | +100.3% | +97.8% |
| 5Y | +533.1% | +49.6% | +483.5% | +373.2% |
| 10Y | +1,118.6% | +129.4% | +989.3% | +635.3% |
| All | +2,968.0% | +129.9% | +2,838.0% | +1,598.7% |
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