+3,168.2%
MAR vs CHD
+6,855.2%
-3,687.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.8% |
| 1Y | +48.4% | +35.1% | +13.3% | +36.4% |
| 3Y | +120.1% | +29.2% | +90.9% | +102.3% |
| 5Y | +182.1% | +33.4% | +148.7% | +153.1% |
| 10Y | +530.2% | +195.0% | +335.2% | +315.6% |
| All | +3,168.2% | +6,855.2% | -3,687.0% | +768.0% |
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 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