+442.2%
MTZ vs CHRW
+126.6%
+315.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.7% | -3.4% | -5.3% | -7.8% |
| 30D | -15.0% | -9.4% | -5.6% | -12.8% |
| 3M | -32.6% | -12.6% | -20.0% | -30.7% |
| 6M | -56.3% | -24.2% | -32.2% | -53.9% |
| YTD | -16.8% | -18.9% | +2.1% | -15.8% |
| 1Y | -10.0% | -13.7% | +3.6% | -11.0% |
| 3Y | +267.1% | +72.6% | +194.5% | +155.0% |
| 5Y | +89.9% | +55.6% | +34.3% | +34.0% |
| 10Y | +442.2% | +122.7% | +319.5% | +204.3% |
| All | +442.2% | +126.6% | +315.6% | +204.3% |
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