+67.0%
MAR vs CHD
+1.8%
+65.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.5% | -4.2% | +3.7% | +0.1% |
| 30D | -4.7% | -7.6% | +2.9% | -3.6% |
| 3M | -15.6% | -1.6% | -14.0% | -15.4% |
| 6M | +1.2% | -6.3% | +7.5% | +1.8% |
| YTD | +7.5% | +14.6% | -7.1% | +5.8% |
| 1Y | +26.6% | +1.6% | +25.0% | +26.0% |
| All | +67.0% | +1.8% | +65.2% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling