-10.4%
MDB vs CHD
+29.8%
-40.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +5.1% |
| 7D | -0.9% | +0.8% | -1.7% | -0.7% |
| 30D | -15.2% | +13.5% | -28.6% | -12.6% |
| 3M | -17.9% | +8.1% | -26.1% | -16.3% |
| 6M | +9.3% | +19.9% | -10.6% | +14.2% |
| YTD | -22.0% | +34.0% | -56.0% | -16.2% |
| 1Y | -9.3% | +29.8% | -39.1% | -3.0% |
| 3Y | -10.4% | +28.7% | -39.1% | -1.0% |
| All | -10.4% | +29.8% | -40.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling