+8,750.0%
CHD vs MDY
+2,615.3%
+6,134.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | -7.6% | -3.9% | -3.7% | -6.2% |
| 3M | -1.6% | 0.0% | -1.5% | -1.7% |
| 6M | -6.3% | +8.5% | -14.9% | -9.4% |
| YTD | +14.6% | +13.2% | +1.4% | +9.0% |
| 1Y | +1.6% | +15.0% | -13.4% | -4.1% |
| 3Y | +3.1% | +49.6% | -46.4% | -13.4% |
| 5Y | +21.1% | +46.0% | -24.9% | +0.9% |
| 10Y | +128.6% | +176.4% | -47.8% | +39.5% |
| All | +8,750.0% | +2,615.3% | +6,134.7% | +2,047.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · 6 months rolling