+213.9%
CAT vs MCO
+36.6%
+177.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +0.5% | +6.9% | +7.3% |
| 30D | -19.7% | +9.8% | -29.5% | -22.0% |
| 3M | -29.6% | +4.3% | -33.9% | -30.7% |
| 6M | -33.2% | +16.5% | -49.7% | -37.2% |
| YTD | +5.7% | +0.1% | +5.5% | +4.3% |
| 1Y | +9.3% | +4.4% | +4.9% | +6.0% |
| 3Y | +158.3% | +51.6% | +106.7% | +112.4% |
| All | +213.9% | +36.6% | +177.3% | +153.8% |
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