+3.3%
CAT vs MDB
-8.6%
+11.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.4% |
| 7D | -6.3% | -1.0% | -5.3% | -6.4% |
| 30D | -26.8% | -14.0% | -12.8% | -26.9% |
| 3M | -30.0% | -20.3% | -9.7% | -30.1% |
| 6M | -34.6% | +10.9% | -45.4% | -34.2% |
| YTD | +2.9% | -20.9% | +23.8% | +6.3% |
| 1Y | +3.3% | -11.2% | +14.5% | +4.8% |
| All | +3.3% | -8.6% | +11.9% | +4.8% |
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