+2,812.9%
MMM vs CHD
+10,220.8%
-7,407.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | -7.0% | -4.6% | -2.4% | -6.0% |
| 3M | +10.8% | +5.0% | +5.8% | +9.5% |
| 6M | +5.8% | -3.2% | +9.0% | +6.4% |
| YTD | +6.8% | +18.6% | -11.9% | +2.5% |
| 1Y | +10.4% | +4.8% | +5.6% | +8.8% |
| 3Y | +104.7% | +6.1% | +98.6% | +99.9% |
| 5Y | +23.6% | +24.0% | -0.4% | +15.8% |
| 10Y | +54.1% | +124.5% | -70.3% | +25.1% |
| All | +2,812.9% | +10,220.8% | -7,407.9% | +1,178.8% |
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