+46.5%
MP vs CAI
-7.1%
+53.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +13.8% | +52.4% | -38.6% | +5.6% |
| 3M | -16.7% | +45.1% | -61.8% | -22.2% |
| 6M | -11.5% | +26.2% | -37.7% | -15.9% |
| YTD | +7.9% | -7.1% | +15.0% | +5.9% |
| 1Y | -15.0% | -31.0% | +16.0% | -15.5% |
| All | +46.5% | -7.1% | +53.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling