+725.3%
CAT vs MCD
+213.9%
+511.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -10.3% | +7.1% | -17.4% | -12.9% |
| 30D | -31.2% | +19.8% | -51.0% | -36.4% |
| 3M | -34.7% | +0.8% | -35.5% | -35.2% |
| 6M | -39.5% | -1.3% | -38.2% | -39.9% |
| YTD | -1.7% | -7.8% | +6.1% | +0.5% |
| 1Y | -1.1% | -5.0% | +3.8% | -0.7% |
| 3Y | +143.9% | +10.5% | +133.3% | +121.8% |
| 5Y | +194.8% | +22.0% | +172.8% | +152.7% |
| All | +725.3% | +213.9% | +511.4% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling