+15,689.5%
MA vs CHD
+1,476.9%
+14,212.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.7% |
| 30D | +11.3% | +13.5% | -2.1% | +5.3% |
| 3M | +16.7% | +8.1% | +8.5% | +12.7% |
| 6M | +32.8% | +19.9% | +12.9% | +22.2% |
| YTD | +15.6% | +34.0% | -18.4% | +0.5% |
| 1Y | +19.6% | +29.8% | -10.2% | +5.3% |
| 3Y | +72.1% | +28.7% | +43.4% | +49.2% |
| 5Y | +96.0% | +31.8% | +64.3% | +63.6% |
| 10Y | +554.8% | +178.2% | +376.6% | +232.2% |
| All | +15,689.5% | +1,476.9% | +14,212.6% | +2,290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling