+287.5%
CAH vs MTB
+173.8%
+113.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.2% | -4.8% | +5.0% | +1.7% |
| 3M | +6.3% | +6.0% | +0.3% | +4.3% |
| 6M | +9.4% | +19.6% | -10.2% | +3.3% |
| YTD | +15.0% | +21.5% | -6.5% | +7.7% |
| 1Y | +55.4% | +24.7% | +30.7% | +44.3% |
| 3Y | +173.8% | +108.6% | +65.2% | +108.1% |
| 5Y | +395.2% | +106.7% | +288.5% | +261.4% |
| All | +287.5% | +173.8% | +113.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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