+54.7%
MMM vs CHD
+123.8%
-69.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -2.6% | -4.2% | +1.6% | -1.4% |
| 30D | -9.3% | -7.6% | -1.7% | -7.3% |
| 3M | +5.6% | -1.6% | +7.2% | +5.9% |
| 6M | +9.5% | -6.3% | +15.8% | +11.2% |
| YTD | +4.1% | +14.6% | -10.5% | 0.0% |
| 1Y | +9.4% | +1.6% | +7.8% | +8.4% |
| 3Y | +101.0% | +3.1% | +97.8% | +96.7% |
| 5Y | +26.1% | +21.1% | +5.0% | +16.3% |
| 10Y | +54.7% | +128.6% | -73.9% | +25.2% |
| All | +54.7% | +123.8% | -69.1% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling