+1,106.2%
MPC vs CHD
+181.4%
+924.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.5% |
| 7D | -9.4% | +0.8% | -10.2% | -9.5% |
| 30D | -14.3% | +13.5% | -27.8% | -15.2% |
| 3M | +31.1% | +8.1% | +23.0% | +30.3% |
| 6M | +60.3% | +19.9% | +40.4% | +57.7% |
| YTD | +142.5% | +34.0% | +108.5% | +135.3% |
| 1Y | +104.6% | +29.8% | +74.8% | +99.2% |
| 3Y | +191.7% | +28.7% | +163.0% | +181.9% |
| 5Y | +549.2% | +31.8% | +517.4% | +515.6% |
| 10Y | +1,106.2% | +178.2% | +928.0% | +915.1% |
| All | +1,106.2% | +181.4% | +924.8% | +915.1% |
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