-18.3%
MKC vs CHD
+30.9%
-49.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +3.8% |
| 7D | +9.6% | +6.9% | +2.6% | +5.3% |
| 30D | +12.0% | +17.1% | -5.1% | +2.4% |
| 3M | -2.0% | +9.1% | -11.1% | -7.0% |
| 6M | +7.2% | +21.4% | -14.2% | -4.3% |
| YTD | -23.7% | +34.9% | -58.6% | -33.4% |
| 1Y | -18.3% | +31.0% | -49.3% | -27.4% |
| All | -18.3% | +30.9% | -49.2% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling