+46.0%
CAT vs MDLN
-2.7%
+48.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | +2.9% | -6.2% | +9.1% | +2.9% |
| 30D | -2.6% | +0.7% | -3.3% | -2.7% |
| 3M | -10.7% | -5.4% | -5.2% | -11.0% |
| 6M | +16.1% | -21.6% | +37.7% | +17.1% |
| YTD | +43.2% | -18.9% | +62.2% | +46.1% |
| All | +46.0% | -2.7% | +48.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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