-18.3%
MDT vs CHD
+19.7%
-38.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.6% | -4.7% | +3.1% | 0.0% |
| 30D | +1.0% | -8.3% | +9.4% | +3.9% |
| 3M | +15.2% | -4.0% | +19.2% | +16.7% |
| 6M | +3.7% | -6.5% | +10.2% | +5.7% |
| YTD | -3.0% | +13.1% | -16.1% | -6.8% |
| 1Y | +2.5% | +2.3% | +0.1% | +1.4% |
| 3Y | +26.5% | +1.8% | +24.7% | +25.0% |
| 5Y | -18.3% | +20.6% | -38.9% | -24.3% |
| All | -18.3% | +19.7% | -38.0% | -24.3% |
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 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