+959.5%
MDB vs CAH
+453.2%
+506.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | +11.6% | +3.9% | +7.7% | +11.0% |
| 30D | -8.9% | +16.0% | -25.0% | -10.8% |
| 3M | -22.4% | +19.1% | -41.5% | -24.4% |
| 6M | +10.1% | +53.0% | -43.0% | +2.9% |
| YTD | -19.0% | +36.6% | -55.7% | -23.2% |
| 1Y | -7.0% | +37.4% | -44.4% | -11.9% |
| 3Y | -9.8% | +178.8% | -188.7% | -25.2% |
| 5Y | -40.1% | +498.6% | -538.6% | -57.7% |
| All | +959.5% | +453.2% | +506.3% | +560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling