+513.2%
MA vs CHD
+123.8%
+389.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -3.5% | -4.2% | +0.6% | -2.4% |
| 30D | +0.8% | -7.6% | +8.3% | +2.9% |
| 3M | +14.8% | -1.6% | +16.4% | +15.2% |
| 6M | +10.0% | -6.3% | +16.3% | +11.7% |
| YTD | -0.1% | +14.6% | -14.7% | -4.3% |
| 1Y | -2.2% | +1.6% | -3.8% | -3.3% |
| 3Y | +39.3% | +3.1% | +36.1% | +36.1% |
| 5Y | +66.3% | +21.1% | +45.3% | +52.7% |
| 10Y | +513.2% | +128.6% | +384.6% | +381.1% |
| All | +513.2% | +123.8% | +389.4% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CHD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling