+8,618.2%
CAT vs MCO
+7,930.1%
+688.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +7.4% | +0.5% | +6.9% | +7.3% |
| 30D | -19.7% | +9.8% | -29.5% | -22.8% |
| 3M | -29.6% | +4.3% | -33.9% | -31.2% |
| 6M | -33.2% | +16.5% | -49.7% | -38.0% |
| YTD | +5.7% | +0.1% | +5.5% | +2.8% |
| 1Y | +9.3% | +4.4% | +4.9% | +4.6% |
| 3Y | +158.3% | +51.6% | +106.7% | +111.9% |
| 5Y | +211.6% | +36.7% | +174.9% | +160.4% |
| 10Y | +698.5% | +455.7% | +242.8% | +283.7% |
| All | +8,618.2% | +7,930.1% | +688.1% | +1,675.0% |
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