+101.9%
MPC vs CAH
+37.8%
+64.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.7% |
| 7D | -9.4% | +7.8% | -17.3% | -8.6% |
| 30D | -14.3% | +15.5% | -29.8% | -13.1% |
| 3M | +31.1% | +16.3% | +14.8% | +32.5% |
| 6M | +60.3% | +50.0% | +10.2% | +65.9% |
| YTD | +142.5% | +34.7% | +107.8% | +146.8% |
| All | +101.9% | +37.8% | +64.0% | +105.0% |
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 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