+1,134.0%
MPC vs CHD
+124.1%
+1,009.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | +3.9% | -2.9% | +6.8% | +4.1% |
| 30D | +33.8% | -6.2% | +40.0% | +34.4% |
| 3M | +49.9% | +1.6% | +48.3% | +49.4% |
| 6M | +80.9% | -3.5% | +84.5% | +81.2% |
| YTD | +147.4% | +16.2% | +131.2% | +142.7% |
| 1Y | +123.2% | +3.4% | +119.8% | +121.6% |
| 3Y | +171.7% | +4.6% | +167.1% | +167.6% |
| 5Y | +678.6% | +21.1% | +657.4% | +637.4% |
| 10Y | +1,134.0% | +126.5% | +1,007.5% | +966.8% |
| All | +1,134.0% | +124.1% | +1,009.9% | +966.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling