+1,135.3%
MPC vs CHD
+196.6%
+938.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -12.2% | +12.2% | -24.4% | -13.0% |
| 3M | +20.1% | +9.3% | +10.7% | +19.2% |
| 6M | +60.6% | +24.3% | +36.3% | +57.5% |
| YTD | +150.6% | +34.9% | +115.7% | +143.0% |
| 1Y | +104.7% | +32.7% | +72.0% | +98.8% |
| 3Y | +194.5% | +29.4% | +165.1% | +184.4% |
| 5Y | +582.3% | +31.7% | +550.6% | +547.2% |
| 10Y | +1,135.3% | +191.7% | +943.6% | +944.8% |
| All | +1,135.3% | +196.6% | +938.7% | +944.8% |
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