-1.1%
CAT vs MCD
-6.8%
+5.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.7% |
| 7D | -10.3% | +7.1% | -17.4% | -7.2% |
| 30D | -31.2% | +19.8% | -51.0% | -25.8% |
| 3M | -34.7% | +0.8% | -35.5% | -33.3% |
| 6M | -39.5% | -1.3% | -38.2% | -37.5% |
| YTD | -1.7% | -7.8% | +6.1% | +2.7% |
| 1Y | -1.1% | -5.0% | +3.8% | +2.4% |
| All | -1.1% | -6.8% | +5.7% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling