+2,498.9%
MAR vs CHD
+5,949.1%
-3,450.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | -6.7% | -4.6% | -2.1% | -5.5% |
| 3M | -12.5% | +5.0% | -17.5% | -13.7% |
| 6M | +0.6% | -3.2% | +3.8% | +1.2% |
| YTD | +9.1% | +18.6% | -9.5% | +3.9% |
| 1Y | +26.2% | +4.8% | +21.4% | +23.9% |
| 3Y | +68.2% | +6.1% | +62.0% | +62.6% |
| 5Y | +163.9% | +24.0% | +140.0% | +141.1% |
| 10Y | +420.6% | +124.5% | +296.1% | +272.5% |
| All | +2,498.9% | +5,949.1% | -3,450.1% | +616.8% |
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 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