+6.8%
CAT vs MDT
+12.9%
-6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | -3.2% | +4.9% | +1.2% |
| 30D | -24.6% | +10.5% | -35.1% | -23.5% |
| 3M | -28.5% | +13.0% | -41.5% | -27.4% |
| 6M | -34.8% | +38.7% | -73.5% | -36.1% |
| YTD | +5.9% | +8.5% | -2.6% | +10.7% |
| 1Y | +6.8% | +10.0% | -3.2% | +11.4% |
| All | +6.8% | +12.9% | -6.1% | +11.4% |
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 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