+1,113.3%
CAT vs MDT
+42.6%
+1,070.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.7% | +3.2% | -1.5% | +0.2% |
| 30D | -6.6% | +9.5% | -16.1% | -10.8% |
| 3M | -13.3% | +16.0% | -29.3% | -20.3% |
| 6M | +11.6% | +0.2% | +11.4% | +10.5% |
| YTD | +42.9% | -0.3% | +43.2% | +41.4% |
| 1Y | +95.4% | +4.7% | +90.7% | +87.5% |
| 3Y | +196.6% | +26.5% | +170.0% | +152.3% |
| 5Y | +321.7% | -18.2% | +339.8% | +354.6% |
| All | +1,113.3% | +42.6% | +1,070.8% | +855.9% |
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