+662.1%
MU vs CHD
+2.5%
+659.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -3.7% |
| 7D | +7.2% | -2.9% | +10.1% | +4.0% |
| 30D | +14.0% | -6.2% | +20.2% | +7.6% |
| 3M | +5.4% | +1.6% | +3.8% | +9.4% |
| 6M | +170.3% | -3.5% | +173.8% | +175.4% |
| YTD | +250.7% | +16.2% | +234.4% | +303.7% |
| 1Y | +662.1% | +3.4% | +658.7% | +812.3% |
| All | +662.1% | +2.5% | +659.6% | +812.3% |
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