+153.7%
CAT vs MCHP
-12.3%
+166.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -6.3% | -22.6% | +16.2% | +2.3% |
| 30D | -26.8% | -20.1% | -6.7% | -21.0% |
| 3M | -30.0% | -25.4% | -4.6% | -22.7% |
| 6M | -34.6% | -38.4% | +3.9% | -23.3% |
| YTD | +2.9% | -3.7% | +6.6% | +3.9% |
| 1Y | +3.3% | +11.7% | -8.5% | -0.5% |
| 3Y | +153.7% | -16.1% | +169.8% | +150.7% |
| All | +153.7% | -12.3% | +166.0% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling