+450.1%
CAT vs MDB
+892.0%
-441.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.6% | +6.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -25.0% | -15.2% | -9.8% | -23.9% |
| 3M | -28.7% | -17.9% | -10.8% | -27.9% |
| 6M | -33.0% | +9.3% | -42.3% | -34.6% |
| YTD | +5.4% | -22.0% | +27.4% | +5.5% |
| 1Y | +7.3% | -9.3% | +16.6% | +5.5% |
| 3Y | +166.0% | -10.4% | +176.4% | +152.3% |
| 5Y | +210.1% | -43.2% | +253.3% | +192.1% |
| All | +450.1% | +892.0% | -441.9% | +247.4% |
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