+739.9%
MTZ vs CHD
+124.1%
+615.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +3.9% |
| 7D | +3.6% | -2.9% | +6.5% | +3.7% |
| 30D | -9.6% | -6.2% | -3.4% | -9.4% |
| 3M | -31.9% | +1.6% | -33.5% | -32.2% |
| 6M | -13.8% | -3.5% | -10.3% | -13.8% |
| YTD | +13.3% | +16.2% | -3.0% | +11.3% |
| 1Y | +39.3% | +3.4% | +35.9% | +38.5% |
| 3Y | +168.3% | +4.6% | +163.7% | +162.3% |
| 5Y | +166.4% | +21.1% | +145.3% | +148.4% |
| 10Y | +739.9% | +126.5% | +613.4% | +617.1% |
| All | +739.9% | +124.1% | +615.8% | +617.1% |
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 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