+442.2%
MTZ vs CHD
+180.1%
+262.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -8.7% | +2.4% | -11.1% | -8.8% |
| 30D | -15.0% | +13.9% | -28.9% | -15.5% |
| 3M | -32.6% | +8.5% | -41.1% | -32.9% |
| 6M | -56.3% | +20.4% | -76.7% | -57.0% |
| YTD | -16.8% | +34.5% | -51.3% | -19.0% |
| 1Y | -10.0% | +33.8% | -43.8% | -12.4% |
| 3Y | +267.1% | +29.1% | +238.0% | +251.1% |
| 5Y | +89.9% | +31.2% | +58.6% | +77.5% |
| 10Y | +442.2% | +193.1% | +249.1% | +310.2% |
| All | +442.2% | +180.1% | +262.1% | +310.2% |
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