-5.6%
MDB vs CAH
+184.7%
-190.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.7% | -3.4% |
| 7D | -18.0% | +0.5% | -18.5% | -18.0% |
| 30D | -10.7% | +1.7% | -12.5% | -10.7% |
| 3M | +1.0% | +17.9% | -16.9% | +0.2% |
| 6M | +31.6% | +10.9% | +20.7% | +31.4% |
| YTD | -15.2% | +17.9% | -33.0% | -15.8% |
| 1Y | +10.1% | +61.7% | -51.6% | +4.3% |
| 3Y | -5.6% | +183.7% | -189.4% | -17.9% |
| All | -5.6% | +184.7% | -190.3% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling