+2,274.1%
MTZ vs CHD
+11,349.8%
-9,075.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.0% |
| 7D | -6.4% | +2.0% | -8.4% | -7.0% |
| 30D | -22.1% | +13.0% | -35.1% | -24.5% |
| 3M | -32.7% | +6.1% | -38.8% | -33.9% |
| 6M | -59.8% | +15.9% | -75.7% | -61.6% |
| YTD | -19.9% | +31.6% | -51.5% | -26.1% |
| 1Y | -11.5% | +28.5% | -39.9% | -17.9% |
| 3Y | +258.1% | +30.5% | +227.6% | +223.4% |
| 5Y | +85.5% | +30.7% | +54.8% | +65.0% |
| 10Y | +492.2% | +184.2% | +308.0% | +311.9% |
| All | +2,274.1% | +11,349.8% | -9,075.7% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling