-7.2%
MTZ vs CHD
+32.9%
-40.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | +16.5% | +0.4% | +16.1% | +16.7% |
| 30D | -10.2% | +11.6% | -21.8% | -3.4% |
| 3M | -34.2% | +10.7% | -44.9% | -29.5% |
| 6M | -56.0% | +20.2% | -76.2% | -50.7% |
| YTD | -14.8% | +34.5% | -49.4% | +4.3% |
| 1Y | -7.2% | +32.6% | -39.8% | +13.5% |
| All | -7.2% | +32.9% | -40.2% | +13.5% |
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