+153.1%
MAR vs CHD
+19.7%
+133.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -2.1% | -4.7% | +2.6% | -1.4% |
| 30D | -5.7% | -8.3% | +2.7% | -4.5% |
| 3M | -14.6% | -4.0% | -10.6% | -14.2% |
| 6M | +1.3% | -6.5% | +7.9% | +2.1% |
| YTD | +6.7% | +13.1% | -6.4% | +4.9% |
| 1Y | +26.4% | +2.3% | +24.1% | +25.8% |
| 3Y | +64.7% | +1.8% | +62.9% | +63.1% |
| 5Y | +153.1% | +20.6% | +132.5% | +151.8% |
| All | +153.1% | +19.7% | +133.4% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling