+43.5%
MAS vs CHD
+32.0%
+11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +4.6% | +5.0% | -0.5% | +2.6% |
| 30D | +19.9% | +15.3% | +4.6% | +13.5% |
| 3M | +8.9% | +7.7% | +1.1% | +5.8% |
| 6M | +20.2% | +19.8% | +0.4% | +12.0% |
| YTD | +33.9% | +34.0% | -0.1% | +19.9% |
| 1Y | +34.7% | +30.1% | +4.5% | +21.9% |
| 3Y | +60.4% | +33.0% | +27.4% | +40.5% |
| 5Y | +43.5% | +33.1% | +10.3% | +20.5% |
| All | +43.5% | +32.0% | +11.4% | +20.5% |
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