+7,830.4%
MDT vs CHD
+10,010.3%
-2,179.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | +6.0% | -6.2% | +12.2% | +7.5% |
| 3M | +15.5% | +1.6% | +14.0% | +15.1% |
| 6M | +3.4% | -3.5% | +6.9% | +4.1% |
| YTD | -2.2% | +16.2% | -18.4% | -5.6% |
| 1Y | +2.6% | +3.4% | -0.8% | +1.5% |
| 3Y | +27.5% | +4.6% | +22.9% | +25.3% |
| 5Y | -20.1% | +21.1% | -41.2% | -24.4% |
| 10Y | +39.1% | +126.5% | -87.5% | +12.6% |
| All | +7,830.4% | +10,010.3% | -2,179.9% | +3,017.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling