-15.1%
MP vs CHD
+30.9%
-46.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +4.7% |
| 7D | -10.5% | +2.0% | -12.5% | -10.2% |
| 30D | -23.5% | +13.0% | -36.5% | -22.1% |
| 3M | -25.4% | +6.1% | -31.5% | -24.7% |
| 6M | -51.3% | +15.9% | -67.1% | -50.0% |
| YTD | -29.9% | +31.6% | -61.5% | -26.9% |
| 1Y | -31.8% | +28.5% | -60.3% | -29.1% |
| 3Y | +127.0% | +30.5% | +96.5% | +132.3% |
| All | -15.1% | +30.9% | -46.0% | -14.5% |
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