+712.5%
CAT vs MDT
+62.0%
+650.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.8% |
| 7D | -2.4% | +3.5% | -5.9% | -4.2% |
| 30D | -25.0% | +16.2% | -41.2% | -30.6% |
| 3M | -28.7% | +18.9% | -47.6% | -35.1% |
| 6M | -33.0% | +37.3% | -70.3% | -44.0% |
| YTD | +5.4% | +9.7% | -4.3% | -1.1% |
| 1Y | +7.3% | +15.2% | -7.9% | -2.2% |
| 3Y | +166.0% | +61.8% | +104.2% | +97.3% |
| 5Y | +210.1% | -1.4% | +211.5% | +200.0% |
| 10Y | +712.5% | +61.6% | +650.9% | +496.8% |
| All | +712.5% | +62.0% | +650.6% | +496.8% |
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