+915.1%
MSFT vs CHD
+196.1%
+719.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.3% | +3.6% | -4.9% | -2.1% |
| 30D | -1.8% | +10.4% | -12.2% | -4.3% |
| 3M | +5.6% | +12.2% | -6.5% | +2.5% |
| 6M | +29.8% | +19.9% | +9.9% | +23.7% |
| YTD | +9.0% | +36.4% | -27.4% | -0.3% |
| 1Y | +4.9% | +35.1% | -30.2% | -3.9% |
| 3Y | +46.2% | +29.2% | +17.0% | +31.7% |
| 5Y | +62.1% | +33.4% | +28.7% | +41.1% |
| All | +915.1% | +196.1% | +719.0% | +617.0% |
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