+3,101.0%
MPC vs CAH
+721.4%
+2,379.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +5.4% | +5.4% | +0.1% | +2.9% |
| 30D | +31.0% | +3.3% | +27.6% | +28.8% |
| 3M | +46.0% | +22.8% | +23.2% | +31.6% |
| 6M | +77.3% | +11.3% | +66.0% | +66.4% |
| YTD | +141.9% | +21.1% | +120.8% | +116.2% |
| 1Y | +120.9% | +67.2% | +53.7% | +65.7% |
| 3Y | +182.7% | +195.6% | -12.9% | +52.4% |
| 5Y | +646.4% | +413.8% | +232.6% | +190.1% |
| 10Y | +1,138.7% | +309.6% | +829.2% | +400.6% |
| All | +3,101.0% | +721.4% | +2,379.6% | +624.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling