+222.1%
MAS vs CHD
+188.0%
+34.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.6% | +5.0% | -0.5% | +2.7% |
| 30D | +19.9% | +15.3% | +4.6% | +13.8% |
| 3M | +8.9% | +7.7% | +1.1% | +5.9% |
| 6M | +20.2% | +19.8% | +0.4% | +12.3% |
| YTD | +33.9% | +34.0% | -0.1% | +20.1% |
| 1Y | +34.7% | +30.1% | +4.5% | +22.0% |
| 3Y | +60.4% | +33.0% | +27.4% | +41.9% |
| 5Y | +43.5% | +33.1% | +10.3% | +24.8% |
| All | +222.1% | +188.0% | +34.1% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling