+197.3%
MKSI vs CHD
+0.7%
+196.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.2% |
| 7D | +2.7% | -4.5% | +7.2% | +0.8% |
| 30D | -12.8% | -6.7% | -6.1% | -15.1% |
| 3M | -22.5% | -2.7% | -19.8% | -22.7% |
| 6M | +19.4% | -4.9% | +24.3% | +18.6% |
| YTD | +67.7% | +13.3% | +54.4% | +74.7% |
| 1Y | +131.4% | +1.0% | +130.4% | +134.1% |
| 3Y | +197.3% | +1.3% | +196.0% | +204.5% |
| All | +197.3% | +0.7% | +196.6% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling