+287.5%
CAH vs MDY
+177.2%
+110.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.1% |
| 30D | +0.2% | -4.6% | +4.8% | +3.0% |
| 3M | +6.3% | -1.2% | +7.5% | +6.9% |
| 6M | +9.4% | +9.2% | +0.2% | +3.3% |
| YTD | +15.0% | +13.1% | +1.9% | +6.2% |
| 1Y | +55.4% | +13.0% | +42.4% | +43.2% |
| 3Y | +173.8% | +49.2% | +124.6% | +104.7% |
| 5Y | +395.2% | +47.2% | +348.0% | +264.6% |
| All | +287.5% | +177.2% | +110.3% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling