+1,017.5%
MDB vs CHD
+125.9%
+891.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -4.5% | -4.2% | -0.4% | -3.8% |
| 30D | -14.0% | -7.6% | -6.4% | -12.8% |
| 3M | +5.3% | -1.6% | +6.9% | +5.6% |
| 6M | +31.9% | -6.3% | +38.2% | +33.2% |
| YTD | -14.6% | +14.6% | -29.2% | -17.5% |
| 1Y | +8.2% | +1.6% | +6.6% | +7.2% |
| 3Y | -5.0% | +3.1% | -8.2% | -8.7% |
| 5Y | -24.5% | +21.1% | -45.6% | -33.5% |
| All | +1,017.5% | +125.9% | +891.6% | +723.9% |
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