+1,535.8%
MOD vs CHD
+123.3%
+1,412.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -2.7% | +12.3% | +9.4% |
| 30D | 0.0% | -4.6% | +4.6% | -0.2% |
| 3M | -35.4% | +5.0% | -40.4% | -35.2% |
| 6M | -7.3% | -3.2% | -4.1% | -7.2% |
| YTD | +45.8% | +18.6% | +27.2% | +46.9% |
| 1Y | +43.1% | +4.8% | +38.3% | +43.7% |
| 3Y | +297.7% | +6.1% | +291.5% | +296.3% |
| 5Y | +1,478.8% | +24.0% | +1,454.8% | +1,449.1% |
| All | +1,535.8% | +123.3% | +1,412.5% | +1,528.1% |
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