+642.2%
MPC vs CAH
+414.2%
+228.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +5.4% | +5.4% | +0.1% | +4.3% |
| 30D | +31.0% | +3.3% | +27.6% | +30.0% |
| 3M | +46.0% | +22.8% | +23.2% | +38.9% |
| 6M | +77.3% | +11.3% | +66.0% | +72.5% |
| YTD | +141.9% | +21.1% | +120.8% | +129.1% |
| 1Y | +120.9% | +67.2% | +53.7% | +88.1% |
| 3Y | +182.7% | +195.6% | -12.9% | +90.5% |
| All | +642.2% | +414.2% | +228.0% | +287.4% |
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