+106.0%
MTB vs CHD
+19.7%
+86.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -0.4% | -4.7% | +4.3% | +0.2% |
| 30D | -4.6% | -8.3% | +3.7% | -3.5% |
| 3M | +7.4% | -4.0% | +11.5% | +8.0% |
| 6M | +18.7% | -6.5% | +25.2% | +19.6% |
| YTD | +21.1% | +13.1% | +8.0% | +19.1% |
| 1Y | +24.1% | +2.3% | +21.8% | +23.4% |
| 3Y | +115.3% | +1.8% | +113.6% | +112.3% |
| 5Y | +106.0% | +20.6% | +85.5% | +102.8% |
| All | +106.0% | +19.7% | +86.4% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling