+28.6%
MCO vs CHD
+20.6%
+8.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -7.3% | -4.7% | -2.6% | -5.9% |
| 30D | -1.7% | -8.3% | +6.6% | +0.9% |
| 3M | +3.9% | -4.0% | +8.0% | +5.2% |
| 6M | +3.8% | -6.5% | +10.3% | +5.8% |
| YTD | -7.9% | +13.1% | -21.0% | -11.7% |
| 1Y | -6.8% | +2.3% | -9.2% | -8.0% |
| 3Y | +40.9% | +1.8% | +39.1% | +37.7% |
| All | +28.6% | +20.6% | +8.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling