+712.5%
CAT vs MCD
+219.3%
+493.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.5% |
| 7D | -2.4% | +5.9% | -8.4% | -4.7% |
| 30D | -25.0% | +19.6% | -44.7% | -30.5% |
| 3M | -28.7% | +3.3% | -32.0% | -30.0% |
| 6M | -33.0% | +3.5% | -36.5% | -34.8% |
| YTD | +5.4% | -6.1% | +11.5% | +7.0% |
| 1Y | +7.3% | -3.7% | +10.9% | +7.3% |
| 3Y | +166.0% | +13.4% | +152.7% | +139.5% |
| 5Y | +210.1% | +25.2% | +184.9% | +163.1% |
| 10Y | +712.5% | +211.3% | +501.3% | +353.4% |
| All | +712.5% | +219.3% | +493.2% | +353.4% |
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