-9.3%
MCD vs CHD
+33.5%
-42.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -1.6% | +3.6% | -5.3% | -3.2% |
| 30D | +14.1% | +10.4% | +3.7% | +9.6% |
| 3M | +0.6% | +12.2% | -11.6% | -4.0% |
| 6M | 0.0% | +19.9% | -19.9% | -6.9% |
| YTD | -9.3% | +36.4% | -45.7% | -18.7% |
| 1Y | -9.3% | +35.1% | -44.4% | -18.5% |
| All | -9.3% | +33.5% | -42.8% | -18.5% |
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 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