+3,101.0%
MPC vs CHD
+513.5%
+2,587.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -2.7% | +8.1% | +6.0% |
| 30D | +31.0% | -4.6% | +35.6% | +32.2% |
| 3M | +46.0% | +5.0% | +41.0% | +44.1% |
| 6M | +77.3% | -3.2% | +80.5% | +77.7% |
| YTD | +141.9% | +18.6% | +123.3% | +130.9% |
| 1Y | +120.9% | +4.8% | +116.1% | +116.7% |
| 3Y | +182.7% | +6.1% | +176.5% | +172.5% |
| 5Y | +646.4% | +24.0% | +622.5% | +569.2% |
| 10Y | +1,138.7% | +124.5% | +1,014.3% | +708.6% |
| All | +3,101.0% | +513.5% | +2,587.5% | +779.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling