+1,017.5%
MDB vs CAH
+376.2%
+641.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.5% | -2.2% | -2.3% | -4.2% |
| 30D | -14.0% | +1.2% | -15.2% | -14.2% |
| 3M | +5.3% | +13.1% | -7.8% | +3.2% |
| 6M | +31.9% | +8.5% | +23.4% | +29.9% |
| YTD | -14.6% | +17.6% | -32.2% | -17.2% |
| 1Y | +8.2% | +60.7% | -52.4% | -1.0% |
| 3Y | -5.0% | +183.2% | -188.2% | -21.9% |
| 5Y | -24.5% | +402.2% | -426.7% | -45.3% |
| All | +1,017.5% | +376.2% | +641.3% | +612.4% |
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