+125.4%
CHD vs MKTX
+5.0%
+120.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.5% | -0.2% | -4.2% | -4.4% |
| 30D | -6.7% | +0.7% | -7.4% | -6.8% |
| 3M | -2.7% | +40.8% | -43.5% | -7.3% |
| 6M | -4.9% | -8.0% | +3.1% | -4.2% |
| YTD | +13.3% | -8.7% | +22.1% | +14.2% |
| 1Y | +1.0% | -11.8% | +12.8% | +2.2% |
| 3Y | +1.3% | -24.0% | +25.4% | +2.4% |
| 5Y | +20.8% | -60.3% | +81.2% | +34.6% |
| All | +125.4% | +5.0% | +120.3% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling