+180.0%
MCD vs CHD
+124.1%
+55.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -6.1% | -6.2% | +0.1% | -4.4% |
| 3M | -7.3% | +1.6% | -8.8% | -7.7% |
| 6M | -20.9% | -3.5% | -17.4% | -20.2% |
| YTD | -14.7% | +16.2% | -30.9% | -18.5% |
| 1Y | -16.1% | +3.4% | -19.5% | -17.3% |
| 3Y | -1.5% | +4.6% | -6.1% | -3.8% |
| 5Y | +20.4% | +21.1% | -0.7% | +11.6% |
| 10Y | +180.0% | +126.5% | +53.5% | +133.4% |
| All | +180.0% | +124.1% | +55.9% | +133.4% |
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