+3,834.3%
CAH vs MDY
+2,644.5%
+1,189.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +0.5% | +1.0% | -0.6% | -0.1% |
| 30D | +1.7% | -3.1% | +4.9% | +3.6% |
| 3M | +17.9% | +1.8% | +16.0% | +16.4% |
| 6M | +10.9% | +10.8% | +0.1% | +4.0% |
| YTD | +17.9% | +14.4% | +3.4% | +8.2% |
| 1Y | +61.7% | +15.2% | +46.5% | +47.5% |
| 3Y | +183.7% | +51.2% | +132.6% | +114.3% |
| 5Y | +401.3% | +47.2% | +354.1% | +277.2% |
| 10Y | +293.7% | +171.1% | +122.5% | +102.7% |
| All | +3,834.3% | +2,644.5% | +1,189.8% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling