+58.1%
MP vs CHD
+23.9%
+34.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -2.7% | -0.2% | -3.3% |
| 30D | +13.8% | -4.6% | +18.4% | +13.0% |
| 3M | -16.7% | +5.0% | -21.7% | -15.9% |
| 6M | -11.5% | -3.2% | -8.3% | -11.5% |
| YTD | +7.9% | +18.6% | -10.7% | +11.1% |
| 1Y | -15.0% | +4.8% | -19.9% | -13.4% |
| 3Y | +153.5% | +6.1% | +147.4% | +157.1% |
| All | +58.1% | +23.9% | +34.3% | +77.5% |
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