+6,475.2%
MCD vs CHD
+11,349.8%
-4,874.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | +7.1% | +2.0% | +5.2% | +6.7% |
| 30D | +19.8% | +13.0% | +6.8% | +16.9% |
| 3M | +0.8% | +6.1% | -5.3% | -0.4% |
| 6M | -1.3% | +15.9% | -17.2% | -4.3% |
| YTD | -7.8% | +31.6% | -39.4% | -12.9% |
| 1Y | -5.0% | +28.5% | -33.4% | -9.8% |
| 3Y | +10.5% | +30.5% | -19.9% | +4.1% |
| 5Y | +22.0% | +30.7% | -8.8% | +14.1% |
| 10Y | +216.7% | +184.2% | +32.4% | +153.4% |
| All | +6,475.2% | +11,349.8% | -4,874.6% | +2,790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling