+29.9%
MCHP vs CHD
+30.9%
-1.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -2.5% |
| 7D | -5.4% | +6.9% | -12.3% | -3.4% |
| 30D | -7.5% | +17.1% | -24.7% | -3.2% |
| 3M | -6.0% | +9.1% | -15.1% | -3.5% |
| 6M | -20.1% | +21.4% | -41.4% | -15.9% |
| YTD | +20.2% | +34.9% | -14.6% | +28.2% |
| 1Y | +29.9% | +31.0% | -1.1% | +39.8% |
| All | +29.9% | +30.9% | -1.0% | +39.8% |
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