+17,564.5%
CAT vs MCD
+6,607.5%
+10,957.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.1% |
| 7D | -14.5% | +8.0% | -22.5% | -17.2% |
| 30D | -35.7% | +19.6% | -55.3% | -40.3% |
| 3M | -36.3% | +2.2% | -38.5% | -37.3% |
| 6M | -38.5% | -1.1% | -37.4% | -39.2% |
| YTD | -2.5% | -7.2% | +4.7% | -1.3% |
| 1Y | -1.9% | -6.7% | +4.8% | -1.0% |
| 3Y | +139.2% | +11.6% | +127.6% | +121.3% |
| 5Y | +192.1% | +22.6% | +169.5% | +159.4% |
| 10Y | +732.3% | +218.4% | +513.9% | +403.6% |
| All | +17,564.5% | +6,607.5% | +10,957.0% | +3,458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling