+100.1%
MO vs CHD
+19.7%
+80.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -1.0% | -4.7% | +3.7% | +0.4% |
| 30D | +5.8% | -8.3% | +14.1% | +8.4% |
| 3M | -4.5% | -4.0% | -0.5% | -3.4% |
| 6M | +5.7% | -6.5% | +12.3% | +7.6% |
| YTD | +23.1% | +13.1% | +10.0% | +19.4% |
| 1Y | +10.9% | +2.3% | +8.6% | +10.2% |
| 3Y | +96.1% | +1.8% | +94.3% | +94.2% |
| 5Y | +100.1% | +20.6% | +79.5% | +83.3% |
| All | +100.1% | +19.7% | +80.4% | +83.3% |
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