+5.4%
MOD vs CHD
+33.5%
-28.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.4% | +28.5% |
| 7D | +40.4% | +3.6% | +36.8% | +42.7% |
| 30D | -14.0% | +10.4% | -24.4% | -9.4% |
| 3M | -33.3% | +12.2% | -45.5% | -29.3% |
| 6M | -51.4% | +19.9% | -71.3% | -47.7% |
| YTD | +1.6% | +36.4% | -34.8% | +16.2% |
| 1Y | +5.4% | +35.1% | -29.7% | +19.8% |
| All | +5.4% | +33.5% | -28.1% | +19.8% |
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