+11.6%
CAT vs MCHP
+3.4%
+8.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +0.8% |
| 30D | -6.6% | -4.1% | -2.5% | -5.1% |
| 3M | -13.3% | -22.5% | +9.2% | -1.4% |
| 6M | +11.6% | +7.3% | +4.3% | +1.7% |
| All | +11.6% | +3.4% | +8.2% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling