+40.4%
MOD vs CHD
+4.6%
+35.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -2.7% | +12.3% | +8.8% |
| 30D | 0.0% | -4.6% | +4.6% | -1.1% |
| 3M | -35.4% | +5.0% | -40.4% | -34.9% |
| 6M | -7.3% | -3.2% | -4.1% | -6.1% |
| YTD | +45.8% | +18.6% | +27.2% | +51.7% |
| All | +40.4% | +4.6% | +35.8% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling