+48.4%
MAR vs CHD
+33.5%
+14.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.6% | +3.6% | -2.0% | +0.6% |
| 30D | +13.8% | +10.4% | +3.4% | +10.8% |
| 3M | +20.3% | +12.2% | +8.1% | +16.6% |
| 6M | +21.3% | +19.9% | +1.4% | +15.4% |
| YTD | +37.2% | +36.4% | +0.8% | +24.6% |
| 1Y | +48.4% | +35.1% | +13.3% | +35.4% |
| All | +48.4% | +33.5% | +14.9% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling