+96.8%
CAT vs MCHP
+14.8%
+82.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -2.6% | -9.8% | +7.1% | +1.7% |
| 3M | -10.7% | -19.7% | +9.0% | -2.4% |
| 6M | +16.1% | +13.6% | +2.6% | +11.4% |
| YTD | +43.2% | +16.5% | +26.7% | +35.4% |
| 1Y | +96.8% | +15.7% | +81.1% | +88.2% |
| All | +96.8% | +14.8% | +82.1% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling