+14,817.8%
CAH vs MTB
+8,245.1%
+6,572.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.3% |
| 30D | +1.7% | -4.2% | +5.9% | +3.0% |
| 3M | +17.9% | +7.8% | +10.1% | +15.2% |
| 6M | +10.9% | +14.8% | -3.9% | +6.4% |
| YTD | +17.9% | +20.8% | -2.9% | +11.2% |
| 1Y | +61.7% | +23.1% | +38.6% | +51.5% |
| 3Y | +183.7% | +114.8% | +68.9% | +119.9% |
| 5Y | +401.3% | +103.3% | +298.1% | +283.7% |
| 10Y | +293.7% | +173.0% | +120.7% | +163.9% |
| All | +14,817.8% | +8,245.1% | +6,572.7% | +3,290.4% |
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