+17,653.7%
CAT vs MCHP
+33,598.8%
-15,945.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -6.3% | -22.6% | +16.2% | -0.8% |
| 30D | -26.8% | -20.1% | -6.7% | -23.1% |
| 3M | -30.0% | -25.4% | -4.6% | -25.3% |
| 6M | -34.6% | -38.4% | +3.9% | -27.2% |
| YTD | +2.9% | -3.7% | +6.6% | +3.1% |
| 1Y | +3.3% | +11.7% | -8.5% | -0.1% |
| 3Y | +153.7% | -16.1% | +169.8% | +153.2% |
| 5Y | +207.3% | -16.9% | +224.2% | +201.4% |
| 10Y | +674.0% | +133.4% | +540.6% | +494.5% |
| All | +17,653.7% | +33,598.8% | -15,945.1% | +8,254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling