+8.6%
MCD vs CHD
+31.2%
-22.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.6% | +3.6% | -5.3% | -2.8% |
| 30D | +14.1% | +10.4% | +3.7% | +10.7% |
| 3M | +0.6% | +12.2% | -11.6% | -2.9% |
| 6M | 0.0% | +19.9% | -19.9% | -5.4% |
| YTD | -9.3% | +36.4% | -45.7% | -17.1% |
| 1Y | -9.3% | +35.1% | -44.4% | -17.0% |
| 3Y | +8.6% | +29.2% | -20.6% | +1.3% |
| All | +8.6% | +31.2% | -22.6% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling