-59.8%
MTZ vs CHD
+16.8%
-76.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +7.6% |
| 7D | -6.4% | +2.0% | -8.4% | -4.3% |
| 30D | -22.1% | +13.0% | -35.1% | -10.7% |
| 3M | -32.7% | +6.1% | -38.8% | -28.6% |
| 6M | -59.8% | +15.9% | -75.7% | -52.6% |
| All | -59.8% | +16.8% | -76.6% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling