+7.0%
MDB vs CAH
+61.1%
-54.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | -4.5% | -2.2% | -2.3% | -4.8% |
| 30D | -14.0% | +1.2% | -15.2% | -13.7% |
| 3M | +5.3% | +13.1% | -7.8% | +6.6% |
| 6M | +31.9% | +8.5% | +23.4% | +34.4% |
| YTD | -14.6% | +17.6% | -32.2% | -12.4% |
| All | +7.0% | +61.1% | -54.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling