-32.6%
MOD vs CHD
+30.9%
-63.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.1% | -20.0% |
| 7D | -31.3% | +6.9% | -38.3% | -28.7% |
| 30D | -46.1% | +17.1% | -63.2% | -42.2% |
| 3M | -51.1% | +9.1% | -60.2% | -48.7% |
| 6M | -62.1% | +21.4% | -83.4% | -59.6% |
| YTD | -26.2% | +34.9% | -61.0% | -17.3% |
| 1Y | -32.6% | +31.0% | -63.6% | -24.5% |
| All | -32.6% | +30.9% | -63.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling