+143.9%
CAT vs MDB
-9.9%
+153.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | -10.3% | -11.4% | +1.1% | -9.4% |
| 30D | -31.2% | -13.8% | -17.4% | -30.3% |
| 3M | -34.7% | -15.5% | -19.2% | -34.2% |
| 6M | -39.5% | +17.9% | -57.4% | -41.6% |
| YTD | -1.7% | -25.5% | +23.8% | -0.5% |
| 1Y | -1.1% | -12.1% | +11.0% | -2.4% |
| 3Y | +143.9% | -5.9% | +149.7% | +126.5% |
| All | +143.9% | -9.9% | +153.8% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling