+966.8%
MOD vs CHD
+181.4%
+785.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +10.0% |
| 7D | -13.9% | +0.8% | -14.7% | -13.8% |
| 30D | -41.5% | +13.5% | -55.0% | -40.9% |
| 3M | -45.7% | +8.1% | -53.9% | -45.3% |
| 6M | -61.1% | +19.9% | -81.0% | -60.6% |
| YTD | -20.5% | +34.0% | -54.5% | -18.9% |
| 1Y | -32.1% | +29.8% | -61.9% | -30.9% |
| 3Y | +146.5% | +28.7% | +117.7% | +147.6% |
| 5Y | +812.7% | +31.8% | +780.9% | +808.2% |
| 10Y | +966.8% | +178.2% | +788.7% | +1,003.2% |
| All | +966.8% | +181.4% | +785.4% | +1,003.2% |
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 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