+1,392.2%
MAS vs CHD
+10,220.8%
-8,828.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | -5.6% | -4.6% | -0.9% | -4.3% |
| 3M | +4.4% | +5.0% | -0.6% | +2.9% |
| 6M | +7.2% | -3.2% | +10.4% | +8.1% |
| YTD | +16.1% | +18.6% | -2.5% | +10.4% |
| 1Y | +0.1% | +4.8% | -4.7% | -1.6% |
| 3Y | +28.3% | +6.1% | +22.2% | +24.6% |
| 5Y | +30.5% | +24.0% | +6.5% | +20.5% |
| 10Y | +139.1% | +124.5% | +14.7% | +84.5% |
| All | +1,392.2% | +10,220.8% | -8,828.6% | +497.1% |
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