+37.0%
MDT vs CAH
+294.8%
-257.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.4% | -5.1% | +1.7% | -2.0% |
| 30D | +0.2% | +0.2% | 0.0% | +0.1% |
| 3M | +14.3% | +6.3% | +8.0% | +12.2% |
| 6M | +4.0% | +9.4% | -5.4% | +1.2% |
| YTD | -3.7% | +15.0% | -18.6% | -7.9% |
| 1Y | -0.4% | +55.4% | -55.8% | -13.0% |
| 3Y | +23.3% | +173.8% | -150.5% | -10.3% |
| 5Y | -18.9% | +395.2% | -414.1% | -51.5% |
| All | +37.0% | +294.8% | -257.8% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling