+128.8%
MOD vs CHD
+29.7%
+99.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.6% |
| 7D | +8.2% | 0.0% | +8.2% | +8.1% |
| 30D | -38.2% | +12.2% | -50.3% | -34.3% |
| 3M | -46.2% | +9.3% | -55.5% | -43.4% |
| 6M | -62.5% | +24.3% | -86.8% | -58.5% |
| YTD | -20.1% | +34.9% | -55.0% | -7.3% |
| 1Y | -29.7% | +32.7% | -62.4% | -18.9% |
| All | +128.8% | +29.7% | +99.1% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling