+267.3%
MP vs CHD
+55.9%
+211.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -15.3% | +12.2% | -27.5% | -13.4% |
| 3M | -33.5% | +9.3% | -42.8% | -32.3% |
| 6M | -45.5% | +24.3% | -69.8% | -43.2% |
| YTD | -27.3% | +34.9% | -62.2% | -22.9% |
| 1Y | -40.7% | +32.7% | -73.4% | -37.2% |
| 3Y | +145.9% | +29.4% | +116.4% | +159.8% |
| 5Y | -13.9% | +31.7% | -45.6% | -10.4% |
| All | +267.3% | +55.9% | +211.4% | +307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling