+37.0%
MDT vs CHD
+126.1%
-89.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.4% | -4.5% | +1.1% | -2.1% |
| 30D | +0.2% | -6.7% | +6.9% | +2.2% |
| 3M | +14.3% | -2.7% | +17.0% | +15.1% |
| 6M | +4.0% | -4.9% | +8.9% | +5.3% |
| YTD | -3.7% | +13.3% | -17.0% | -7.1% |
| 1Y | -0.4% | +1.0% | -1.4% | -1.0% |
| 3Y | +23.3% | +1.3% | +22.0% | +21.9% |
| 5Y | -18.9% | +20.8% | -39.7% | -24.2% |
| All | +37.0% | +126.1% | -89.1% | +12.3% |
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