+1,064.5%
MOD vs CHD
+196.1%
+868.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.4% | +28.0% |
| 7D | +40.4% | +3.6% | +36.8% | +40.8% |
| 30D | -14.0% | +10.4% | -24.4% | -13.3% |
| 3M | -33.3% | +12.2% | -45.5% | -32.7% |
| 6M | -51.4% | +19.9% | -71.3% | -50.7% |
| YTD | +1.6% | +36.4% | -34.8% | +3.6% |
| 1Y | +5.4% | +35.1% | -29.7% | +7.4% |
| 3Y | +191.0% | +29.2% | +161.8% | +192.5% |
| 5Y | +1,093.1% | +33.4% | +1,059.7% | +1,086.5% |
| All | +1,064.5% | +196.1% | +868.4% | +1,070.4% |
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