+8,261.0%
MTB vs CHD
+10,010.3%
-1,749.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.2% |
| 7D | +2.8% | -2.9% | +5.7% | +3.4% |
| 30D | -4.2% | -6.2% | +2.0% | -2.9% |
| 3M | +7.8% | +1.6% | +6.2% | +7.4% |
| 6M | +14.8% | -3.5% | +18.3% | +15.5% |
| YTD | +20.8% | +16.2% | +4.6% | +16.8% |
| 1Y | +23.1% | +3.4% | +19.7% | +21.8% |
| 3Y | +114.8% | +4.6% | +110.2% | +109.8% |
| 5Y | +103.3% | +21.1% | +82.1% | +90.9% |
| 10Y | +173.0% | +126.5% | +46.4% | +117.4% |
| All | +8,261.0% | +10,010.3% | -1,749.4% | +3,803.9% |
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 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