+13,824.2%
MA vs CHD
+1,296.1%
+12,528.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -2.7% | 0.0% | -1.5% |
| 30D | +1.5% | -4.6% | +6.2% | +3.6% |
| 3M | +20.4% | +5.0% | +15.4% | +17.7% |
| 6M | +11.1% | -3.2% | +14.4% | +12.2% |
| YTD | +2.0% | +18.6% | -16.7% | -6.5% |
| 1Y | -2.2% | +4.8% | -7.0% | -5.4% |
| 3Y | +41.9% | +6.1% | +35.8% | +33.9% |
| 5Y | +75.4% | +24.0% | +51.4% | +49.6% |
| 10Y | +527.5% | +124.5% | +403.1% | +255.9% |
| All | +13,824.2% | +1,296.1% | +12,528.0% | +2,124.7% |
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