+47.3%
CAT vs MDLN
-0.9%
+48.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.0% |
| 7D | +5.6% | -1.2% | +6.8% | +5.5% |
| 30D | -2.3% | -1.5% | -0.8% | -2.4% |
| 3M | -10.0% | +2.6% | -12.6% | -10.5% |
| 6M | +21.2% | -20.9% | +42.1% | +22.2% |
| YTD | +44.4% | -17.4% | +61.9% | +47.4% |
| All | +47.3% | -0.9% | +48.2% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling