+1,123.7%
CAT vs MCHP
+196.2%
+927.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.4% |
| 30D | -4.5% | -11.1% | +6.6% | -0.3% |
| 3M | -5.8% | -18.1% | +12.3% | +0.7% |
| 6M | +12.7% | +10.8% | +2.0% | +7.8% |
| YTD | +41.4% | +14.2% | +27.1% | +33.0% |
| 1Y | +92.1% | +13.5% | +78.6% | +79.9% |
| 3Y | +197.5% | -2.0% | +199.5% | +176.3% |
| 5Y | +327.9% | +1.4% | +326.5% | +274.6% |
| All | +1,123.7% | +196.2% | +927.5% | +531.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MCHP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling