+534.5%
MPC vs CAH
+507.2%
+27.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -16.2% | +8.5% | -24.7% | -17.7% |
| 30D | -15.7% | +17.0% | -32.8% | -18.5% |
| 3M | +24.9% | +14.6% | +10.3% | +21.2% |
| 6M | +52.7% | +42.5% | +10.1% | +40.5% |
| YTD | +131.9% | +33.5% | +98.4% | +115.2% |
| 1Y | +96.6% | +38.5% | +58.1% | +80.5% |
| 3Y | +163.8% | +179.0% | -15.2% | +87.7% |
| All | +534.5% | +507.2% | +27.3% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling