-43.2%
MP vs CAH
+39.1%
-82.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.2% |
| 7D | -3.6% | +9.4% | -13.1% | -1.6% |
| 30D | -21.0% | +16.5% | -37.5% | -18.4% |
| 3M | -33.3% | +17.0% | -50.3% | -31.0% |
| 6M | -45.9% | +51.4% | -97.3% | -41.3% |
| YTD | -27.8% | +36.0% | -63.8% | -20.2% |
| 1Y | -43.2% | +36.0% | -79.2% | -36.8% |
| All | -43.2% | +39.1% | -82.3% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling