+19.0%
CAH vs MDLN
-7.1%
+26.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | -11.1% | +6.0% | -3.3% |
| 30D | +0.2% | -8.4% | +8.5% | +1.5% |
| 3M | +6.3% | -12.4% | +18.7% | +7.4% |
| 6M | +9.4% | -23.3% | +32.7% | +12.6% |
| YTD | +15.0% | -22.5% | +37.5% | +18.8% |
| All | +19.0% | -7.1% | +26.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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