+47.7%
VMC vs CHD
+19.3%
+28.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | -5.3% | -4.2% | -1.2% | -4.5% |
| 30D | -12.3% | -7.6% | -4.7% | -10.9% |
| 3M | -10.3% | -1.6% | -8.7% | -9.9% |
| 6M | -8.6% | -6.3% | -2.2% | -7.5% |
| YTD | -11.9% | +14.6% | -26.5% | -13.8% |
| 1Y | -13.9% | +1.6% | -15.5% | -14.0% |
| 3Y | +18.2% | +3.1% | +15.0% | +15.7% |
| 5Y | +47.7% | +21.1% | +26.7% | +31.3% |
| All | +47.7% | +19.3% | +28.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling