-14.3%
MTZ vs CHD
+30.9%
-45.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.6% | -18.0% | -13.7% |
| 7D | -7.4% | +6.9% | -14.3% | -3.3% |
| 30D | -23.6% | +17.1% | -40.7% | -15.5% |
| 3M | -38.3% | +9.1% | -47.4% | -34.5% |
| 6M | -60.6% | +21.4% | -82.0% | -55.8% |
| YTD | -22.9% | +34.9% | -57.8% | -6.5% |
| 1Y | -14.3% | +31.0% | -45.3% | +3.1% |
| All | -14.3% | +30.9% | -45.2% | +3.1% |
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 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