+1,139.8%
CAT vs MCHP
+202.1%
+937.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -2.6% | -9.8% | +7.1% | +1.1% |
| 3M | -10.7% | -19.7% | +9.0% | -3.8% |
| 6M | +16.1% | +13.6% | +2.6% | +10.0% |
| YTD | +43.2% | +16.5% | +26.7% | +33.7% |
| 1Y | +96.8% | +15.7% | +81.1% | +83.0% |
| 3Y | +201.4% | 0.0% | +201.4% | +177.9% |
| 5Y | +332.7% | +4.4% | +328.3% | +274.5% |
| All | +1,139.8% | +202.1% | +937.7% | +535.3% |
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