+326.0%
CAT vs MDB
-28.4%
+354.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.1% |
| 7D | +1.7% | -17.4% | +19.1% | +3.2% |
| 30D | -6.6% | -2.0% | -4.5% | -6.7% |
| 3M | -13.3% | -3.0% | -10.3% | -13.5% |
| 6M | +11.6% | +48.7% | -37.1% | +5.7% |
| YTD | +42.9% | -12.1% | +55.1% | +42.3% |
| 1Y | +95.4% | +14.5% | +80.9% | +88.5% |
| 3Y | +196.6% | -6.1% | +202.7% | +179.4% |
| All | +326.0% | -28.4% | +354.4% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling