+121.7%
MPC vs CAH
+61.7%
+60.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.2% | -2.2% | +5.5% | +3.0% |
| 30D | +25.0% | +1.2% | +23.9% | +25.2% |
| 3M | +55.2% | +13.1% | +42.1% | +56.8% |
| 6M | +86.4% | +8.5% | +77.9% | +88.3% |
| YTD | +148.5% | +17.6% | +130.8% | +151.5% |
| 1Y | +121.7% | +60.7% | +61.0% | +124.3% |
| All | +121.7% | +61.7% | +60.0% | +124.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling