-11.5%
MTZ vs CHRW
-16.7%
+5.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.9% | +9.5% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | -22.1% | -7.3% | -14.8% | -22.2% |
| 3M | -32.7% | -14.2% | -18.5% | -32.9% |
| 6M | -59.8% | -25.1% | -34.7% | -59.8% |
| YTD | -19.9% | -21.2% | +1.3% | -30.5% |
| 1Y | -11.5% | -14.2% | +2.7% | -29.6% |
| All | -11.5% | -16.7% | +5.2% | -29.6% |
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