+43.4%
MMM vs CHD
+33.2%
+10.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -0.4% | +3.6% | -4.0% | -1.5% |
| 30D | +12.1% | +10.4% | +1.7% | +9.0% |
| 3M | +1.4% | +12.2% | -10.8% | -1.9% |
| 6M | +26.6% | +19.9% | +6.7% | +20.0% |
| YTD | +16.8% | +36.4% | -19.6% | +6.8% |
| 1Y | +10.1% | +35.1% | -25.0% | +0.9% |
| 3Y | +158.4% | +29.2% | +129.2% | +137.4% |
| All | +43.4% | +33.2% | +10.1% | +22.2% |
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 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