+695.3%
CAT vs MDT
+60.0%
+635.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +9.3% | -3.7% | +13.0% | +11.2% |
| 30D | -21.5% | +8.6% | -30.1% | -25.0% |
| 3M | -29.1% | +12.2% | -41.3% | -33.6% |
| 6M | -33.4% | +33.7% | -67.1% | -43.5% |
| YTD | +6.6% | +7.8% | -1.3% | +0.7% |
| 1Y | +6.5% | +8.9% | -2.4% | -0.1% |
| 3Y | +162.7% | +57.6% | +105.0% | +97.0% |
| 5Y | +214.2% | -0.7% | +214.9% | +201.9% |
| All | +695.3% | +60.0% | +635.3% | +482.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling