+204.5%
CAT vs MDB
-40.8%
+245.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -6.3% | -1.0% | -5.3% | -6.2% |
| 30D | -26.8% | -14.0% | -12.8% | -25.9% |
| 3M | -30.0% | -20.3% | -9.7% | -29.1% |
| 6M | -34.6% | +10.9% | -45.4% | -36.2% |
| YTD | +2.9% | -20.9% | +23.8% | +3.0% |
| 1Y | +3.3% | -11.2% | +14.5% | +1.9% |
| 3Y | +153.7% | -11.9% | +165.6% | +139.8% |
| All | +204.5% | -40.8% | +245.4% | +177.5% |
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 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