-32.5%
MKC vs CHD
+20.9%
-53.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.5% | -4.5% | +3.0% | +0.9% |
| 30D | -3.1% | -6.7% | +3.6% | +0.4% |
| 3M | +5.2% | -2.7% | +7.9% | +6.6% |
| 6M | -12.8% | -4.9% | -7.9% | -10.7% |
| YTD | -23.3% | +13.3% | -36.6% | -28.4% |
| 1Y | -24.1% | +1.0% | -25.1% | -24.8% |
| 3Y | -32.1% | +1.3% | -33.4% | -33.6% |
| All | -32.5% | +20.9% | -53.4% | -40.0% |
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