+173.8%
CAH vs MCO
+42.6%
+131.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -5.1% | -3.8% | -1.3% | -4.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +6.3% | +7.7% | -1.4% | +4.6% |
| 6M | +9.4% | +7.0% | +2.4% | +7.5% |
| YTD | +15.0% | -6.4% | +21.4% | +16.2% |
| 1Y | +55.4% | -7.6% | +63.1% | +57.3% |
| 3Y | +173.8% | +43.2% | +130.6% | +153.8% |
| All | +173.8% | +42.6% | +131.2% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling