+492.6%
MTZ vs CHD
+181.4%
+311.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +8.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -11.1% | +13.5% | -24.6% | -11.6% |
| 3M | -30.6% | +8.1% | -38.8% | -30.9% |
| 6M | -54.4% | +19.9% | -74.2% | -55.0% |
| YTD | -13.0% | +34.0% | -47.0% | -15.2% |
| 1Y | -5.7% | +29.8% | -35.5% | -7.7% |
| 3Y | +297.2% | +28.7% | +268.5% | +280.7% |
| 5Y | +95.9% | +31.8% | +64.1% | +83.4% |
| 10Y | +492.6% | +178.2% | +314.5% | +378.7% |
| All | +492.6% | +181.4% | +311.2% | +378.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling