+199.8%
MPC vs CAH
+180.6%
+19.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +11.2% | +3.5% | +7.8% | +11.0% |
| 30D | -14.5% | +13.5% | -28.0% | -15.3% |
| 3M | +16.7% | +21.8% | -5.2% | +14.8% |
| 6M | +67.6% | +51.5% | +16.0% | +60.9% |
| YTD | +157.9% | +38.1% | +119.8% | +149.2% |
| 1Y | +116.7% | +37.7% | +79.0% | +109.3% |
| 3Y | +199.8% | +179.6% | +20.1% | +143.8% |
| All | +199.8% | +180.6% | +19.2% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling