+453.7%
MP vs CAH
+422.6%
+31.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | +3.0% | +0.5% | +2.6% | +2.9% |
| 30D | +8.3% | +1.7% | +6.6% | +7.9% |
| 3M | -3.8% | +17.9% | -21.7% | -7.4% |
| 6M | -4.9% | +10.9% | -15.8% | -7.3% |
| YTD | +9.6% | +17.9% | -8.3% | +5.0% |
| 1Y | -11.7% | +61.7% | -73.4% | -22.9% |
| 3Y | +158.5% | +183.7% | -25.2% | +81.8% |
| 5Y | +68.9% | +401.3% | -332.4% | -6.5% |
| All | +453.7% | +422.6% | +31.1% | +187.4% |
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