-21.8%
MDB vs CHD
+24.3%
-46.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -17.4% | -2.7% | -14.8% | -17.5% |
| 30D | -2.0% | -4.6% | +2.6% | -2.2% |
| 3M | -3.0% | +5.0% | -8.0% | -2.7% |
| 6M | +48.7% | -3.2% | +51.9% | +48.7% |
| YTD | -12.1% | +18.6% | -30.8% | -11.7% |
| 1Y | +14.5% | +4.8% | +9.7% | +15.1% |
| 3Y | -6.1% | +6.1% | -12.3% | -7.2% |
| All | -21.8% | +24.3% | -46.2% | -23.2% |
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