+51.2%
MSFT vs CHD
+4.0%
+47.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.4% |
| 7D | -1.4% | -2.9% | +1.5% | -1.8% |
| 30D | -1.0% | -6.2% | +5.2% | -1.8% |
| 3M | +20.2% | +1.6% | +18.6% | +20.6% |
| 6M | +21.3% | -3.5% | +24.8% | +20.8% |
| YTD | +2.8% | +16.2% | -13.4% | +5.2% |
| 1Y | 0.0% | +3.4% | -3.4% | +1.0% |
| 3Y | +51.2% | +4.6% | +46.6% | +49.5% |
| All | +51.2% | +4.0% | +47.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling