+954.3%
MDB vs CAH
+451.8%
+502.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.0% | +5.9% | -3.0% | +2.1% |
| 30D | -11.3% | +16.5% | -27.9% | -13.3% |
| 3M | -23.0% | +15.7% | -38.8% | -24.7% |
| 6M | +14.8% | +52.7% | -38.0% | +7.3% |
| YTD | -19.4% | +36.3% | -55.7% | -23.5% |
| 1Y | -9.0% | +36.7% | -45.7% | -13.7% |
| 3Y | -10.3% | +178.2% | -188.4% | -25.6% |
| 5Y | -38.4% | +515.8% | -554.1% | -56.7% |
| All | +954.3% | +451.8% | +502.5% | +557.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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