-4.3%
MTZ vs CHRW
-9.7%
+5.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.6% |
| 7D | +12.9% | -0.1% | +12.9% | +12.8% |
| 30D | -8.5% | -4.3% | -4.3% | -8.8% |
| 3M | -30.6% | -7.4% | -23.2% | -30.9% |
| 6M | -55.1% | -20.7% | -34.4% | -55.0% |
| YTD | -13.0% | -15.9% | +2.9% | -24.4% |
| 1Y | -4.3% | -9.9% | +5.6% | -21.6% |
| All | -4.3% | -9.7% | +5.4% | -21.6% |
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