+35.3%
MAS vs CHD
+23.9%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -2.7% | +1.9% | +0.2% |
| 30D | -5.6% | -4.6% | -0.9% | -3.9% |
| 3M | +4.4% | +5.0% | -0.6% | +2.5% |
| 6M | +7.2% | -3.2% | +10.4% | +8.3% |
| YTD | +16.1% | +18.6% | -2.5% | +9.1% |
| 1Y | +0.1% | +4.8% | -4.7% | -1.9% |
| 3Y | +28.3% | +6.1% | +22.2% | +23.1% |
| All | +35.3% | +23.9% | +11.4% | +24.9% |
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