+22.2%
CNH vs MDY
+14.6%
+7.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | -5.7% | -1.9% | -3.8% | -3.2% |
| 30D | +26.6% | -4.6% | +31.2% | +35.0% |
| 3M | +31.1% | -1.2% | +32.3% | +33.7% |
| 6M | +24.9% | +9.2% | +15.7% | +12.3% |
| YTD | +48.7% | +13.1% | +35.7% | +29.7% |
| 1Y | +22.2% | +13.0% | +9.2% | +6.8% |
| All | +22.2% | +14.6% | +7.6% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling