-15.1%
MP vs CAH
+507.2%
-522.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +4.7% |
| 7D | -10.5% | +8.5% | -19.0% | -11.6% |
| 30D | -23.5% | +17.0% | -40.6% | -25.5% |
| 3M | -25.4% | +14.6% | -40.0% | -27.1% |
| 6M | -51.3% | +42.5% | -93.8% | -54.3% |
| YTD | -29.9% | +33.5% | -63.4% | -33.6% |
| 1Y | -31.8% | +38.5% | -70.4% | -36.0% |
| 3Y | +127.0% | +179.0% | -52.0% | +65.8% |
| All | -15.1% | +507.2% | -522.3% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling