+942.1%
MDB vs CHD
+168.9%
+773.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.9% |
| 7D | +6.8% | +3.6% | +3.2% | +6.2% |
| 30D | -6.2% | +10.4% | -16.6% | -8.0% |
| 3M | -29.2% | +12.2% | -41.4% | -30.8% |
| 6M | +10.3% | +19.9% | -9.6% | +6.4% |
| YTD | -20.4% | +36.4% | -56.8% | -25.6% |
| 1Y | -4.8% | +35.1% | -40.0% | -11.0% |
| 3Y | -11.6% | +29.2% | -40.8% | -18.9% |
| 5Y | -41.0% | +33.4% | -74.4% | -48.2% |
| All | +942.1% | +168.9% | +773.2% | +643.0% |
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 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