+413.1%
CAT vs MDB
+848.0%
-434.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | -10.3% | -11.4% | +1.1% | -9.3% |
| 30D | -31.2% | -13.8% | -17.4% | -30.3% |
| 3M | -34.7% | -15.5% | -19.2% | -34.1% |
| 6M | -39.5% | +17.9% | -57.4% | -41.4% |
| YTD | -1.7% | -25.5% | +23.8% | -1.2% |
| 1Y | -1.1% | -12.1% | +11.0% | -2.5% |
| 3Y | +143.9% | -5.9% | +149.7% | +130.0% |
| 5Y | +194.8% | -43.7% | +238.5% | +177.8% |
| All | +413.1% | +848.0% | -434.9% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling