+133,470.8%
MSFT vs CHD
+10,220.8%
+123,250.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +2.7% | -4.6% | +7.3% | +3.8% |
| 3M | +17.0% | +5.0% | +11.9% | +15.5% |
| 6M | +23.8% | -3.2% | +27.0% | +24.3% |
| YTD | +4.0% | +18.6% | -14.7% | -0.6% |
| 1Y | -0.8% | +4.8% | -5.6% | -2.7% |
| 3Y | +55.6% | +6.1% | +49.5% | +50.0% |
| 5Y | +72.9% | +24.0% | +48.9% | +59.3% |
| 10Y | +875.8% | +124.5% | +751.3% | +675.4% |
| All | +133,470.8% | +10,220.8% | +123,250.0% | +51,954.1% |
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