+8.9%
CAT vs MDT
+20.2%
-11.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.4% | -4.1% |
| 7D | -17.1% | +10.7% | -27.9% | -15.7% |
| 30D | -30.1% | +19.3% | -49.4% | -28.5% |
| 3M | -32.4% | +22.8% | -55.1% | -30.9% |
| 6M | -32.1% | +36.4% | -68.5% | -31.5% |
| YTD | +4.1% | +12.1% | -8.0% | +8.8% |
| 1Y | +8.9% | +19.9% | -11.0% | +15.5% |
| All | +8.9% | +20.2% | -11.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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