+1,098.3%
MPC vs CAH
+422.4%
+675.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -8.8% | +9.4% | -18.3% | -12.3% |
| 30D | -14.4% | +16.5% | -30.9% | -19.8% |
| 3M | +21.9% | +17.0% | +5.0% | +13.8% |
| 6M | +60.1% | +51.4% | +8.7% | +33.1% |
| YTD | +142.3% | +36.0% | +106.3% | +108.3% |
| 1Y | +101.7% | +36.0% | +65.7% | +73.2% |
| 3Y | +184.8% | +177.5% | +7.3% | +68.7% |
| 5Y | +564.6% | +509.2% | +55.4% | +155.6% |
| 10Y | +1,098.3% | +408.1% | +690.2% | +360.0% |
| All | +1,098.3% | +422.4% | +675.9% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling