+13.2%
CNH vs MDY
+45.8%
-32.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.7% |
| 30D | +32.6% | -3.9% | +36.5% | +38.6% |
| 3M | +29.4% | 0.0% | +29.5% | +29.9% |
| 6M | +26.0% | +8.5% | +17.4% | +15.8% |
| YTD | +52.2% | +13.2% | +39.0% | +33.7% |
| 1Y | +23.9% | +15.0% | +8.8% | +6.8% |
| 3Y | +10.1% | +49.6% | -39.4% | -28.7% |
| 5Y | +13.2% | +46.0% | -32.9% | -25.2% |
| All | +13.2% | +45.8% | -32.7% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling