-37.5%
MUZ vs CHD
+14.7%
-52.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.8% | -8.1% | -2.6% |
| 7D | +45.8% | +2.0% | +43.8% | +35.6% |
| 30D | +99.8% | +13.0% | +86.8% | +21.6% |
| 3M | +12.0% | +6.1% | +5.9% | -7.5% |
| All | -37.5% | +14.7% | -52.3% | -59.9% |
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 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 · Available span rolling