+211.3%
MCD vs CHD
+181.4%
+29.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | +5.9% | +0.8% | +5.2% | +5.7% |
| 30D | +19.6% | +13.5% | +6.2% | +15.3% |
| 3M | +3.3% | +8.1% | -4.9% | +0.9% |
| 6M | +3.5% | +19.9% | -16.4% | -1.9% |
| YTD | -6.1% | +34.0% | -40.1% | -14.0% |
| 1Y | -3.7% | +29.8% | -33.5% | -10.9% |
| 3Y | +13.4% | +28.7% | -15.4% | +4.3% |
| 5Y | +25.2% | +31.8% | -6.6% | +13.0% |
| 10Y | +211.3% | +178.2% | +33.1% | +149.5% |
| All | +211.3% | +181.4% | +29.9% | +149.5% |
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 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