+332.7%
CAT vs MCO
+29.3%
+303.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.4% |
| 7D | +2.9% | -3.1% | +6.1% | +3.9% |
| 30D | -2.6% | -0.5% | -2.1% | -2.7% |
| 3M | -10.7% | +5.7% | -16.4% | -13.1% |
| 6M | +16.1% | +3.0% | +13.1% | +13.6% |
| YTD | +43.2% | -6.5% | +49.7% | +44.5% |
| 1Y | +96.8% | -5.8% | +102.6% | +96.9% |
| 3Y | +201.4% | +43.1% | +158.2% | +152.5% |
| 5Y | +332.7% | +29.5% | +303.2% | +254.6% |
| All | +332.7% | +29.3% | +303.4% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling