+158.3%
CAT vs MDT
+57.0%
+101.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +7.4% | +1.0% | +6.4% | +7.3% |
| 30D | -19.7% | +9.2% | -28.8% | -20.7% |
| 3M | -29.6% | +14.5% | -44.1% | -31.3% |
| 6M | -33.2% | +37.3% | -70.5% | -38.4% |
| YTD | +5.7% | +9.8% | -4.2% | +4.9% |
| 1Y | +9.3% | +10.5% | -1.2% | +8.2% |
| 3Y | +158.3% | +57.4% | +100.9% | +130.1% |
| All | +158.3% | +57.0% | +101.3% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling