+492.6%
MTZ vs CHRW
+131.6%
+361.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.7% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -11.1% | -9.4% | -1.7% | -8.9% |
| 3M | -30.6% | -13.3% | -17.4% | -28.5% |
| 6M | -54.4% | -24.2% | -30.2% | -51.8% |
| YTD | -13.0% | -18.9% | +5.8% | -11.9% |
| 1Y | -5.7% | -12.4% | +6.7% | -7.2% |
| 3Y | +297.2% | +72.2% | +224.9% | +175.8% |
| 5Y | +95.9% | +53.4% | +42.5% | +39.2% |
| 10Y | +492.6% | +127.0% | +365.7% | +218.7% |
| All | +492.6% | +131.6% | +361.0% | +218.7% |
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 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