-64.8%
MOD vs CHD
+16.8%
-81.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +3.4% |
| 7D | -25.5% | +2.0% | -27.5% | -23.0% |
| 30D | -49.0% | +13.0% | -62.0% | -40.8% |
| 3M | -49.8% | +6.1% | -55.9% | -45.8% |
| 6M | -64.8% | +15.9% | -80.6% | -57.1% |
| All | -64.8% | +16.8% | -81.6% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling