+326.0%
CAT vs MCD
+20.4%
+305.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +1.7% | -2.8% | +4.5% | +2.3% |
| 30D | -6.6% | -6.0% | -0.5% | -5.4% |
| 3M | -13.3% | -5.6% | -7.7% | -12.6% |
| 6M | +11.6% | -21.9% | +33.5% | +19.1% |
| YTD | +42.9% | -14.7% | +57.6% | +48.2% |
| 1Y | +95.4% | -17.3% | +112.7% | +104.3% |
| 3Y | +196.6% | -2.2% | +198.7% | +187.0% |
| All | +326.0% | +20.4% | +305.6% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling