+95.4%
CAT vs MDB
+18.3%
+77.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.6% |
| 7D | +1.7% | -17.4% | +19.1% | +1.4% |
| 30D | -6.6% | -2.0% | -4.5% | -6.6% |
| 3M | -13.3% | -3.0% | -10.3% | -12.7% |
| 6M | +11.6% | +48.7% | -37.1% | +9.9% |
| YTD | +42.9% | -12.1% | +55.1% | +47.4% |
| 1Y | +95.4% | +14.5% | +80.9% | +97.9% |
| All | +95.4% | +18.3% | +77.1% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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