+254.1%
MP vs CAH
+491.9%
-237.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +4.7% |
| 7D | -10.5% | +8.5% | -19.0% | -12.0% |
| 30D | -23.5% | +17.0% | -40.6% | -26.0% |
| 3M | -25.4% | +14.6% | -40.0% | -27.6% |
| 6M | -51.3% | +42.5% | -93.8% | -55.0% |
| YTD | -29.9% | +33.5% | -63.4% | -34.6% |
| 1Y | -31.8% | +38.5% | -70.4% | -37.0% |
| 3Y | +127.0% | +179.0% | -52.0% | +64.8% |
| 5Y | -3.3% | +507.2% | -510.5% | -48.9% |
| All | +254.1% | +491.9% | -237.8% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling