+593.1%
MA vs CHD
+196.1%
+397.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.3% | +3.6% | -2.3% | +0.3% |
| 30D | +9.6% | +10.4% | -0.8% | +6.7% |
| 3M | +16.8% | +12.2% | +4.6% | +13.2% |
| 6M | +35.2% | +19.9% | +15.3% | +28.6% |
| YTD | +16.6% | +36.4% | -19.8% | +6.5% |
| 1Y | +19.8% | +35.1% | -15.4% | +9.7% |
| 3Y | +70.7% | +29.2% | +41.5% | +56.9% |
| 5Y | +87.4% | +33.4% | +54.0% | +67.8% |
| All | +593.1% | +196.1% | +397.0% | +404.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling