+839.8%
MOD vs CHD
+196.6%
+643.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | -38.2% | +12.2% | -50.3% | -37.5% |
| 3M | -46.2% | +9.3% | -55.5% | -45.7% |
| 6M | -62.5% | +24.3% | -86.8% | -62.0% |
| YTD | -20.1% | +34.9% | -55.0% | -18.6% |
| 1Y | -29.7% | +32.7% | -62.4% | -28.4% |
| 3Y | +136.2% | +29.4% | +106.8% | +137.0% |
| 5Y | +820.4% | +31.7% | +788.7% | +814.5% |
| 10Y | +839.8% | +191.7% | +648.1% | +836.5% |
| All | +839.8% | +196.6% | +643.3% | +836.5% |
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 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