+152.5%
CNH vs MDY
+175.0%
-22.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -1.8% |
| 7D | -2.5% | -2.5% | +0.1% | +0.5% |
| 30D | +27.0% | -5.0% | +32.0% | +34.7% |
| 3M | +32.6% | +0.5% | +32.2% | +32.3% |
| 6M | +23.6% | +8.0% | +15.6% | +14.2% |
| YTD | +47.8% | +12.2% | +35.7% | +31.0% |
| 1Y | +21.3% | +14.0% | +7.3% | +5.3% |
| 3Y | +7.0% | +48.2% | -41.2% | -30.7% |
| 5Y | +10.2% | +46.1% | -35.9% | -27.3% |
| All | +152.5% | +175.0% | -22.5% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling