+17,377.4%
CAH vs MTB
+7,638.9%
+9,738.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +3.5% | +1.5% | +1.9% | +3.0% |
| 30D | +13.5% | +2.3% | +11.1% | +12.7% |
| 3M | +21.8% | -12.1% | +34.0% | +26.3% |
| 6M | +51.5% | +9.8% | +41.7% | +47.2% |
| YTD | +38.1% | +12.0% | +26.1% | +33.0% |
| 1Y | +37.7% | +22.0% | +15.7% | +29.2% |
| 3Y | +179.6% | +107.6% | +72.0% | +119.2% |
| 5Y | +504.9% | +61.9% | +443.1% | +395.7% |
| 10Y | +418.6% | +116.3% | +302.3% | +270.6% |
| All | +17,377.4% | +7,638.9% | +9,738.5% | +3,955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling