+690.5%
CAT vs MCD
+203.9%
+486.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.9% |
| 7D | +1.7% | -1.9% | +3.7% | +2.5% |
| 30D | -24.6% | +16.6% | -41.2% | -29.4% |
| 3M | -28.5% | +0.9% | -29.4% | -29.2% |
| 6M | -34.8% | +1.5% | -36.3% | -36.1% |
| YTD | +5.9% | -8.3% | +14.2% | +8.4% |
| 1Y | +6.8% | -8.1% | +15.0% | +9.1% |
| 3Y | +161.1% | +10.3% | +150.8% | +137.5% |
| 5Y | +213.4% | +23.4% | +190.0% | +166.8% |
| All | +690.5% | +203.9% | +486.6% | +354.5% |
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