+885.0%
MSFT vs CHD
+123.8%
+761.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -1.0% | -4.2% | +3.1% | 0.0% |
| 30D | -2.7% | -7.6% | +4.9% | -0.7% |
| 3M | +22.1% | -1.6% | +23.7% | +22.5% |
| 6M | +20.6% | -6.3% | +26.9% | +22.2% |
| YTD | +2.3% | +14.6% | -12.3% | -2.1% |
| 1Y | -0.5% | +1.6% | -2.1% | -1.8% |
| 3Y | +50.5% | +3.1% | +47.4% | +44.3% |
| 5Y | +72.3% | +21.1% | +51.3% | +52.3% |
| 10Y | +885.0% | +128.6% | +756.4% | +631.9% |
| All | +885.0% | +123.8% | +761.2% | +631.9% |
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