+199.5%
MCHP vs CHD
+126.1%
+73.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.6% |
| 7D | 0.0% | -4.5% | +4.5% | +0.9% |
| 30D | -6.0% | -6.7% | +0.7% | -4.8% |
| 3M | -19.7% | -2.7% | -17.0% | -19.5% |
| 6M | +14.0% | -4.9% | +19.0% | +14.6% |
| YTD | +18.4% | +13.3% | +5.1% | +14.1% |
| 1Y | +17.1% | +1.0% | +16.1% | +15.7% |
| 3Y | +0.7% | +1.3% | -0.6% | -1.8% |
| 5Y | +5.1% | +20.8% | -15.7% | -5.2% |
| All | +199.5% | +126.1% | +73.3% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling