+935.2%
MDB vs CHD
+165.2%
+770.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -14.0% | +13.9% | -27.9% | -16.2% |
| 3M | -20.3% | +8.5% | -28.8% | -21.7% |
| 6M | +10.9% | +20.4% | -9.5% | +6.8% |
| YTD | -20.9% | +34.5% | -55.4% | -25.9% |
| 1Y | -11.2% | +33.8% | -45.0% | -16.9% |
| 3Y | -11.9% | +29.1% | -41.0% | -19.4% |
| 5Y | -40.2% | +31.2% | -71.4% | -47.2% |
| All | +935.2% | +165.2% | +770.0% | +639.8% |
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