+30.0%
MTZ vs CHD
+7.1%
+22.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.6% | -2.7% | +1.1% | -3.3% |
| 30D | -11.1% | -4.6% | -6.5% | -13.5% |
| 3M | -36.7% | +5.0% | -41.7% | -34.4% |
| 6M | -21.9% | -3.2% | -18.7% | -22.1% |
| YTD | +9.1% | +18.6% | -9.5% | +24.2% |
| 1Y | +30.0% | +4.8% | +25.1% | +37.0% |
| All | +30.0% | +7.1% | +22.9% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling