-24.5%
MDB vs CAH
+400.5%
-425.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.5% | -2.2% | -2.3% | -4.3% |
| 30D | -14.0% | +1.2% | -15.2% | -14.1% |
| 3M | +5.3% | +13.1% | -7.8% | +3.9% |
| 6M | +31.9% | +8.5% | +23.4% | +30.9% |
| YTD | -14.6% | +17.6% | -32.2% | -16.3% |
| 1Y | +8.2% | +60.7% | -52.4% | +0.5% |
| 3Y | -5.0% | +183.2% | -188.2% | -19.5% |
| 5Y | -24.5% | +402.2% | -426.7% | -50.6% |
| All | -24.5% | +400.5% | -425.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling