-32.6%
MP vs CAI
-6.2%
-26.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +4.3% |
| 7D | +9.5% | -8.7% | +18.1% | +11.6% |
| 30D | -3.0% | -23.8% | +20.9% | +2.8% |
| 3M | -30.4% | +3.9% | -34.2% | -31.6% |
| 6M | -39.2% | +56.8% | -96.0% | -46.2% |
| YTD | -23.3% | -14.6% | -8.7% | -23.7% |
| 1Y | -32.6% | -5.2% | -27.5% | -34.3% |
| All | -32.6% | -6.2% | -26.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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