-6.0%
MTZ vs CHRW
-12.5%
+6.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +8.6% |
| 7D | -2.4% | +0.2% | -2.7% | -2.4% |
| 30D | -11.1% | -9.4% | -1.7% | -11.3% |
| 3M | -30.6% | -13.3% | -17.4% | -30.8% |
| 6M | -54.4% | -24.2% | -30.2% | -54.2% |
| YTD | -13.0% | -18.9% | +5.8% | -24.7% |
| All | -6.0% | -12.5% | +6.5% | -23.0% |
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