+157.9%
MTZ vs CHRW
+83.1%
+74.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -11.1% | -3.5% | -7.6% | -10.5% |
| 3M | -36.7% | -19.4% | -17.3% | -34.5% |
| 6M | -21.9% | -21.4% | -0.6% | -19.1% |
| YTD | +9.1% | -7.1% | +16.3% | +7.9% |
| 1Y | +30.0% | +17.8% | +12.1% | +20.6% |
| 3Y | +138.5% | +78.8% | +59.7% | +90.8% |
| All | +157.9% | +83.1% | +74.8% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling