+41,709.6%
MCHP vs CHD
+6,088.0%
+35,621.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +0.3% | -4.2% | +4.5% | +1.5% |
| 30D | -9.8% | -7.6% | -2.2% | -7.9% |
| 3M | -19.7% | -1.6% | -18.1% | -19.8% |
| 6M | +13.6% | -6.3% | +19.9% | +14.7% |
| YTD | +16.5% | +14.6% | +1.9% | +11.2% |
| 1Y | +15.7% | +1.6% | +14.1% | +13.8% |
| 3Y | 0.0% | +3.1% | -3.2% | -3.4% |
| 5Y | +4.4% | +21.1% | -16.7% | -5.0% |
| 10Y | +201.4% | +128.6% | +72.8% | +122.8% |
| All | +41,709.6% | +6,088.0% | +35,621.6% | +12,967.2% |
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 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