+157.9%
MTZ vs CHD
+23.9%
+134.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.6% | -2.7% | +1.1% | -2.0% |
| 30D | -11.1% | -4.6% | -6.5% | -11.7% |
| 3M | -36.7% | +5.0% | -41.7% | -36.2% |
| 6M | -21.9% | -3.2% | -18.7% | -21.8% |
| YTD | +9.1% | +18.6% | -9.5% | +11.1% |
| 1Y | +30.0% | +4.8% | +25.1% | +32.2% |
| 3Y | +138.5% | +6.1% | +132.3% | +138.4% |
| All | +157.9% | +23.9% | +134.0% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling