+642.2%
MPC vs CHD
+23.9%
+618.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -2.7% | +8.1% | +5.3% |
| 30D | +31.0% | -4.6% | +35.6% | +30.6% |
| 3M | +46.0% | +5.0% | +41.0% | +46.4% |
| 6M | +77.3% | -3.2% | +80.5% | +77.7% |
| YTD | +141.9% | +18.6% | +123.3% | +143.1% |
| 1Y | +120.9% | +4.8% | +116.1% | +121.5% |
| 3Y | +182.7% | +6.1% | +176.5% | +183.8% |
| All | +642.2% | +23.9% | +618.4% | +653.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling