+3,393.7%
MKC vs CHD
+10,220.8%
-6,827.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -5.9% | -2.7% | -3.2% | -5.2% |
| 30D | -0.9% | -4.6% | +3.7% | +0.4% |
| 3M | +12.7% | +5.0% | +7.7% | +11.2% |
| 6M | -19.3% | -3.2% | -16.1% | -18.6% |
| YTD | -22.2% | +18.6% | -40.8% | -25.7% |
| 1Y | -23.3% | +4.8% | -28.2% | -24.4% |
| 3Y | -30.0% | +6.1% | -36.1% | -31.4% |
| 5Y | -33.8% | +24.0% | -57.7% | -37.6% |
| 10Y | +24.4% | +124.5% | -100.0% | +3.1% |
| All | +3,393.7% | +10,220.8% | -6,827.1% | +1,393.7% |
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