+10.3%
MDB vs CAH
+55.6%
-45.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.2% |
| 7D | +6.8% | +3.5% | +3.4% | +8.4% |
| 30D | -6.2% | +13.5% | -19.7% | -0.7% |
| 3M | -29.2% | +21.8% | -51.1% | -22.4% |
| 6M | +10.3% | +51.5% | -41.2% | +41.9% |
| All | +10.3% | +55.6% | -45.3% | +41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling