+8.9%
CAT vs MCO
+9.9%
-1.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -3.8% |
| 7D | -17.1% | +10.7% | -27.8% | -14.6% |
| 30D | -30.1% | +17.9% | -48.0% | -27.0% |
| 3M | -32.4% | +9.5% | -41.8% | -30.4% |
| 6M | -32.1% | +18.1% | -50.2% | -29.1% |
| YTD | +4.1% | +4.1% | 0.0% | +10.2% |
| 1Y | +8.9% | +9.3% | -0.4% | +15.9% |
| All | +8.9% | +9.9% | -1.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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