-45.5%
MUZ vs CHD
+16.8%
-62.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.8% | -14.6% | -19.8% |
| 7D | +14.0% | +0.8% | +13.2% | +9.6% |
| 30D | +57.6% | +13.5% | +44.1% | -6.7% |
| 3M | -3.1% | +8.1% | -11.2% | -26.8% |
| All | -45.5% | +16.8% | -62.3% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling