+267.3%
MP vs CAH
+504.4%
-237.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +5.9% | -3.6% | +1.1% |
| 30D | -15.3% | +16.5% | -31.8% | -17.9% |
| 3M | -33.5% | +15.7% | -49.3% | -35.5% |
| 6M | -45.5% | +52.7% | -98.2% | -50.5% |
| YTD | -27.3% | +36.3% | -63.6% | -32.5% |
| 1Y | -40.7% | +36.7% | -77.5% | -45.0% |
| 3Y | +145.9% | +178.2% | -32.3% | +79.4% |
| 5Y | -13.9% | +515.8% | -529.7% | -54.5% |
| All | +267.3% | +504.4% | -237.1% | +85.0% |
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