+153.3%
MP vs CHD
+6.5%
+146.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -2.7% | -0.2% | -3.5% |
| 30D | +13.8% | -4.6% | +18.4% | +12.5% |
| 3M | -16.7% | +5.0% | -21.7% | -15.4% |
| 6M | -11.5% | -3.2% | -8.3% | -11.6% |
| YTD | +7.9% | +18.6% | -10.7% | +13.4% |
| 1Y | -15.0% | +4.8% | -19.9% | -12.2% |
| All | +153.3% | +6.5% | +146.8% | +146.7% |
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 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