+24,561.2%
CAT vs MCHP
+41,329.5%
-16,768.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | -6.6% | -4.1% | -2.5% | -6.0% |
| 3M | -13.3% | -22.5% | +9.2% | -8.4% |
| 6M | +11.6% | +7.3% | +4.3% | +9.5% |
| YTD | +42.9% | +18.4% | +24.6% | +36.8% |
| 1Y | +95.4% | +18.1% | +77.3% | +86.5% |
| 3Y | +196.6% | -2.8% | +199.4% | +186.1% |
| 5Y | +321.7% | +5.5% | +316.2% | +292.1% |
| 10Y | +1,140.8% | +185.8% | +955.0% | +811.0% |
| All | +24,561.2% | +41,329.5% | -16,768.2% | +10,986.3% |
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 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