+195.2%
MCD vs CHD
+191.9%
+3.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | +16.0% | +11.6% | +4.5% | +12.4% |
| 3M | 0.0% | +10.7% | -10.7% | -3.0% |
| 6M | +0.9% | +20.2% | -19.3% | -4.4% |
| YTD | -8.7% | +34.5% | -43.2% | -16.5% |
| 1Y | -8.6% | +32.6% | -41.1% | -16.0% |
| 3Y | +9.9% | +29.1% | -19.2% | +0.9% |
| 5Y | +22.6% | +31.5% | -8.9% | +10.8% |
| All | +195.2% | +191.9% | +3.3% | +136.0% |
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