+7,830.4%
MDT vs CAH
+14,665.6%
-6,835.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +6.0% | +1.7% | +4.3% | +5.4% |
| 3M | +15.5% | +17.9% | -2.3% | +9.9% |
| 6M | +3.4% | +10.9% | -7.5% | 0.0% |
| YTD | -2.2% | +17.9% | -20.0% | -7.4% |
| 1Y | +2.6% | +61.7% | -59.1% | -12.1% |
| 3Y | +27.5% | +183.7% | -156.2% | -9.0% |
| 5Y | -20.1% | +401.3% | -421.4% | -52.5% |
| 10Y | +39.1% | +293.7% | -254.6% | -16.5% |
| All | +7,830.4% | +14,665.6% | -6,835.2% | +1,492.1% |
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