+1,620.6%
MAS vs CHD
+11,559.2%
-9,938.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | +4.6% | +5.0% | -0.5% | +3.1% |
| 30D | +19.9% | +15.3% | +4.6% | +15.1% |
| 3M | +8.9% | +7.7% | +1.1% | +6.6% |
| 6M | +20.2% | +19.8% | +0.4% | +14.0% |
| YTD | +33.9% | +34.0% | -0.1% | +23.0% |
| 1Y | +34.7% | +30.1% | +4.5% | +24.8% |
| 3Y | +60.4% | +33.0% | +27.4% | +46.4% |
| 5Y | +43.5% | +33.1% | +10.3% | +29.9% |
| 10Y | +226.7% | +189.4% | +37.3% | +135.4% |
| All | +1,620.6% | +11,559.2% | -9,938.6% | +565.4% |
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 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