+700.3%
CAT vs MCHP
+140.4%
+560.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.8% |
| 7D | +1.7% | -17.5% | +19.3% | +8.9% |
| 30D | -24.6% | -15.8% | -8.7% | -19.9% |
| 3M | -28.5% | -22.9% | -5.6% | -21.6% |
| 6M | -34.8% | -36.6% | +1.8% | -23.8% |
| YTD | +5.9% | -0.8% | +6.7% | +4.5% |
| 1Y | +6.8% | +16.5% | -9.7% | -0.9% |
| 3Y | +161.1% | -13.6% | +174.7% | +153.5% |
| 5Y | +213.4% | -17.0% | +230.4% | +195.6% |
| 10Y | +700.3% | +137.7% | +562.7% | +368.5% |
| All | +700.3% | +140.4% | +560.0% | +368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling