+688.6%
CAT vs MCD
+200.8%
+487.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +7.4% | -1.6% | +9.1% | +8.1% |
| 30D | -19.7% | +14.1% | -33.8% | -24.2% |
| 3M | -29.6% | +0.6% | -30.2% | -30.2% |
| 6M | -33.2% | 0.0% | -33.2% | -34.2% |
| YTD | +5.7% | -9.3% | +14.9% | +8.6% |
| 1Y | +9.3% | -9.3% | +18.7% | +12.2% |
| 3Y | +158.3% | +8.6% | +149.7% | +136.6% |
| 5Y | +211.6% | +21.9% | +189.7% | +166.6% |
| All | +688.6% | +200.8% | +487.9% | +355.2% |
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