+117.2%
MPC vs CHD
+30.9%
+86.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -7.5% |
| 7D | -10.9% | +6.9% | -17.9% | -9.5% |
| 30D | -9.4% | +17.1% | -26.5% | -6.1% |
| 3M | +26.0% | +9.1% | +16.9% | +28.5% |
| 6M | +56.5% | +21.4% | +35.1% | +63.3% |
| YTD | +144.3% | +34.9% | +109.4% | +141.8% |
| 1Y | +117.2% | +31.0% | +86.2% | +115.9% |
| All | +117.2% | +30.9% | +86.3% | +115.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling