+1,106.2%
MPC vs CAH
+427.0%
+679.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | -9.4% | +7.8% | -17.3% | -12.4% |
| 30D | -14.3% | +15.5% | -29.8% | -19.5% |
| 3M | +31.1% | +16.3% | +14.8% | +22.7% |
| 6M | +60.3% | +50.0% | +10.2% | +33.7% |
| YTD | +142.5% | +34.7% | +107.8% | +109.3% |
| 1Y | +104.6% | +35.9% | +68.6% | +75.7% |
| 3Y | +191.7% | +178.5% | +13.2% | +72.5% |
| 5Y | +549.2% | +515.7% | +33.5% | +148.3% |
| 10Y | +1,106.2% | +421.5% | +684.7% | +369.5% |
| All | +1,106.2% | +427.0% | +679.3% | +369.5% |
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