+906.2%
MU vs CHD
+29.8%
+876.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +7.5% |
| 7D | -12.0% | +0.8% | -12.8% | -11.5% |
| 30D | -28.7% | +13.5% | -42.2% | -21.8% |
| 3M | -16.4% | +8.1% | -24.6% | -10.7% |
| 6M | -1.8% | +19.9% | -21.7% | +13.3% |
| YTD | +157.1% | +34.0% | +123.1% | +212.0% |
| 1Y | +208.5% | +29.8% | +178.7% | +271.3% |
| 3Y | +906.2% | +28.7% | +877.4% | +1,084.7% |
| All | +906.2% | +29.8% | +876.3% | +1,084.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling