+451.3%
CAT vs MDB
+912.7%
-461.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +7.4% | +6.8% | +0.6% | +6.8% |
| 30D | -19.7% | -6.2% | -13.5% | -19.2% |
| 3M | -29.6% | -29.2% | -0.4% | -27.8% |
| 6M | -33.2% | +10.3% | -43.5% | -34.8% |
| YTD | +5.7% | -20.4% | +26.0% | +5.6% |
| 1Y | +9.3% | -4.8% | +14.2% | +7.0% |
| 3Y | +158.3% | -11.6% | +169.9% | +145.3% |
| 5Y | +211.6% | -41.0% | +252.6% | +192.5% |
| All | +451.3% | +912.7% | -461.4% | +247.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling