-14.3%
MTZ vs CHRW
-10.6%
-3.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.2% | -15.6% | -15.4% |
| 7D | -7.4% | +4.9% | -12.3% | -7.3% |
| 30D | -23.6% | -4.8% | -18.8% | -23.7% |
| 3M | -38.3% | -13.1% | -25.2% | -38.4% |
| 6M | -60.6% | -16.3% | -44.2% | -60.9% |
| YTD | -22.9% | -15.8% | -7.1% | -32.2% |
| 1Y | -14.3% | -11.1% | -3.1% | -28.2% |
| All | -14.3% | -10.6% | -3.7% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling