-19.3%
MP vs CHD
+30.9%
-50.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +1.9% |
| 7D | +11.0% | +0.4% | +10.6% | +11.0% |
| 30D | -11.7% | +11.6% | -23.3% | -10.2% |
| 3M | -30.8% | +10.7% | -41.5% | -29.7% |
| 6M | -42.9% | +20.2% | -63.1% | -41.3% |
| YTD | -25.9% | +34.5% | -60.4% | -22.6% |
| 1Y | -37.3% | +32.6% | -69.8% | -34.5% |
| 3Y | +150.7% | +29.1% | +121.6% | +157.6% |
| 5Y | -19.3% | +31.5% | -50.8% | -20.7% |
| All | -19.3% | +30.9% | -50.2% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling