+3,437.2%
VMC vs CHD
+11,766.8%
-8,329.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.3% | +3.6% | -4.9% | -2.1% |
| 30D | +15.5% | +10.4% | +5.0% | +12.9% |
| 3M | +0.6% | +12.2% | -11.6% | -2.0% |
| 6M | +2.1% | +19.9% | -17.8% | -2.2% |
| YTD | -1.6% | +36.4% | -38.0% | -8.5% |
| 1Y | -1.2% | +35.1% | -36.3% | -8.0% |
| 3Y | +35.3% | +29.2% | +6.1% | +25.9% |
| 5Y | +43.6% | +33.4% | +10.2% | +31.4% |
| 10Y | +126.7% | +195.0% | -68.3% | +67.3% |
| All | +3,437.2% | +11,766.8% | -8,329.7% | +1,374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling