+67.2%
CAH vs MCO
+0.4%
+66.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.5% |
| 7D | +5.4% | -4.2% | +9.5% | +5.6% |
| 30D | +3.3% | +2.2% | +1.1% | +3.2% |
| 3M | +22.8% | +10.1% | +12.7% | +22.1% |
| 6M | +11.3% | +5.3% | +6.0% | +11.2% |
| YTD | +21.1% | -2.7% | +23.9% | +22.8% |
| 1Y | +67.2% | -0.4% | +67.6% | +65.9% |
| All | +67.2% | +0.4% | +66.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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 · 6 months rolling