+11,694.8%
CAT vs MCO
+7,698.6%
+3,996.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.5% |
| 7D | +1.7% | -4.2% | +5.9% | +3.3% |
| 30D | -6.6% | +2.2% | -8.8% | -7.5% |
| 3M | -13.3% | +10.1% | -23.4% | -17.2% |
| 6M | +11.6% | +5.3% | +6.4% | +7.8% |
| YTD | +42.9% | -2.7% | +45.7% | +41.3% |
| 1Y | +95.4% | -0.4% | +95.8% | +90.3% |
| 3Y | +196.6% | +49.0% | +147.6% | +145.9% |
| 5Y | +321.7% | +33.6% | +288.0% | +256.8% |
| 10Y | +1,140.8% | +395.3% | +745.5% | +524.8% |
| All | +11,694.8% | +7,698.6% | +3,996.2% | +2,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling