-16.1%
MCD vs CHD
+2.5%
-18.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.1% |
| 30D | -6.1% | -6.2% | +0.1% | -4.3% |
| 3M | -7.3% | +1.6% | -8.8% | -7.6% |
| 6M | -20.9% | -3.5% | -17.4% | -20.6% |
| YTD | -14.7% | +16.2% | -30.9% | -16.9% |
| 1Y | -16.1% | +3.4% | -19.5% | -16.2% |
| All | -16.1% | +2.5% | -18.6% | -16.2% |
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