-43.2%
MDB vs CHD
+33.4%
-76.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.8% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | -15.2% | +13.5% | -28.6% | -14.7% |
| 3M | -17.9% | +8.1% | -26.1% | -17.5% |
| 6M | +9.3% | +19.9% | -10.6% | +10.3% |
| YTD | -22.0% | +34.0% | -56.0% | -21.2% |
| 1Y | -9.3% | +29.8% | -39.1% | -8.4% |
| 3Y | -10.4% | +28.7% | -39.1% | -12.1% |
| 5Y | -43.2% | +31.8% | -75.0% | -43.7% |
| All | -43.2% | +33.4% | -76.7% | -43.7% |
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