-11.9%
MDB vs CAH
+180.3%
-192.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | -1.0% | +9.4% | -10.4% | -0.8% |
| 30D | -14.0% | +16.5% | -30.5% | -13.7% |
| 3M | -20.3% | +17.0% | -37.3% | -20.0% |
| 6M | +10.9% | +51.4% | -40.5% | +10.3% |
| YTD | -20.9% | +36.0% | -56.9% | -20.8% |
| 1Y | -11.2% | +36.0% | -47.2% | -11.2% |
| 3Y | -11.9% | +177.5% | -189.4% | -11.8% |
| All | -11.9% | +180.3% | -192.2% | -11.8% |
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