-3.5%
MCD vs CHD
+30.9%
-34.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.0% |
| 7D | +5.9% | +0.8% | +5.2% | +5.6% |
| 30D | +19.6% | +13.5% | +6.2% | +13.8% |
| 3M | +3.3% | +8.1% | -4.9% | 0.0% |
| 6M | +3.5% | +19.9% | -16.4% | -3.5% |
| YTD | -6.1% | +34.0% | -40.1% | -15.6% |
| All | -3.5% | +30.9% | -34.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling