+498.8%
MAR vs CHD
+196.1%
+302.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +1.6% | +3.6% | -2.0% | +1.3% |
| 30D | +13.8% | +10.4% | +3.4% | +13.0% |
| 3M | +20.3% | +12.2% | +8.1% | +19.2% |
| 6M | +21.3% | +19.9% | +1.4% | +19.7% |
| YTD | +37.2% | +36.4% | +0.8% | +34.3% |
| 1Y | +48.4% | +35.1% | +13.3% | +45.4% |
| 3Y | +120.1% | +29.2% | +90.9% | +116.0% |
| 5Y | +182.1% | +33.4% | +148.7% | +175.0% |
| All | +498.8% | +196.1% | +302.7% | +434.0% |
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