+150.5%
MP vs CAH
+177.6%
-27.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +2.0% |
| 7D | +11.0% | +3.9% | +7.1% | +11.2% |
| 30D | -11.7% | +16.0% | -27.8% | -11.1% |
| 3M | -30.8% | +19.1% | -49.8% | -30.2% |
| 6M | -42.9% | +53.0% | -95.9% | -42.1% |
| YTD | -25.9% | +36.6% | -62.5% | -24.3% |
| 1Y | -37.3% | +37.4% | -74.7% | -36.0% |
| All | +150.5% | +177.6% | -27.1% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling