+886.3%
MOD vs CHD
+180.1%
+706.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -17.8% | +2.4% | -20.2% | -17.6% |
| 30D | -43.2% | +13.9% | -57.1% | -42.6% |
| 3M | -46.0% | +8.5% | -54.6% | -45.6% |
| 6M | -62.2% | +20.4% | -82.6% | -61.7% |
| YTD | -22.8% | +34.5% | -57.3% | -21.4% |
| 1Y | -35.5% | +33.8% | -69.2% | -34.3% |
| 3Y | +128.2% | +29.1% | +99.1% | +128.9% |
| 5Y | +791.6% | +31.2% | +760.4% | +785.2% |
| 10Y | +886.3% | +193.1% | +693.2% | +863.2% |
| All | +886.3% | +180.1% | +706.2% | +863.2% |
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