+68.0%
CNH vs MDY
+261.8%
-193.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +23.3% | +0.1% | +23.1% | +23.1% |
| 30D | +33.5% | -1.5% | +34.9% | +35.6% |
| 3M | +32.7% | +0.8% | +32.0% | +31.9% |
| 6M | +22.2% | +7.4% | +14.8% | +13.6% |
| YTD | +57.7% | +15.2% | +42.5% | +35.6% |
| 1Y | +28.0% | +16.5% | +11.4% | +8.4% |
| 3Y | +11.5% | +46.8% | -35.3% | -26.9% |
| 5Y | +11.9% | +46.0% | -34.2% | -26.0% |
| 10Y | +162.8% | +172.1% | -9.3% | -9.4% |
| All | +68.0% | +261.8% | -193.8% | -54.5% |
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