-51.3%
MP vs CHD
+16.8%
-68.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +3.9% |
| 7D | -10.5% | +2.0% | -12.5% | -9.4% |
| 30D | -23.5% | +13.0% | -36.5% | -17.8% |
| 3M | -25.4% | +6.1% | -31.5% | -23.6% |
| 6M | -51.3% | +15.9% | -67.1% | -45.9% |
| All | -51.3% | +16.8% | -68.0% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling