+264.6%
MP vs CHD
+55.5%
+209.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +3.4% |
| 7D | -3.6% | +2.4% | -6.0% | -3.2% |
| 30D | -21.0% | +13.9% | -34.9% | -19.0% |
| 3M | -33.3% | +8.5% | -41.8% | -32.2% |
| 6M | -45.9% | +20.4% | -66.3% | -43.8% |
| YTD | -27.8% | +34.5% | -62.4% | -23.5% |
| 1Y | -43.2% | +33.8% | -76.9% | -39.8% |
| 3Y | +144.0% | +29.1% | +114.9% | +157.8% |
| 5Y | -6.1% | +31.2% | -37.3% | -2.3% |
| All | +264.6% | +55.5% | +209.1% | +304.6% |
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