+1,544.7%
MOD vs CHD
+11,559.2%
-10,014.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -7.1% |
| 7D | -34.2% | +5.0% | -39.2% | -35.0% |
| 30D | -51.9% | +15.3% | -67.2% | -53.6% |
| 3M | -53.0% | +7.7% | -60.8% | -54.1% |
| 6M | -66.4% | +19.8% | -86.1% | -68.1% |
| YTD | -31.5% | +34.0% | -65.6% | -36.9% |
| 1Y | -39.6% | +30.1% | -69.7% | -43.9% |
| 3Y | +116.8% | +33.0% | +83.9% | +95.1% |
| 5Y | +713.8% | +33.1% | +680.7% | +622.3% |
| 10Y | +882.7% | +189.4% | +693.3% | +564.5% |
| All | +1,544.7% | +11,559.2% | -10,014.5% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling