+287.6%
MP vs CAH
+512.3%
-224.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +9.5% | +3.5% | +6.0% | +8.8% |
| 30D | -3.0% | +13.5% | -16.4% | -5.4% |
| 3M | -30.4% | +21.8% | -52.2% | -33.2% |
| 6M | -39.2% | +51.5% | -90.7% | -44.6% |
| YTD | -23.3% | +38.1% | -61.4% | -28.9% |
| 1Y | -32.6% | +37.7% | -70.3% | -37.5% |
| 3Y | +159.3% | +179.6% | -20.3% | +89.3% |
| 5Y | -16.4% | +504.9% | -521.4% | -55.6% |
| All | +287.6% | +512.3% | -224.7% | +94.7% |
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 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