+213.9%
CAT vs MDT
+0.7%
+213.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | -19.7% | +9.2% | -28.8% | -21.7% |
| 3M | -29.6% | +14.5% | -44.1% | -32.5% |
| 6M | -33.2% | +37.3% | -70.5% | -40.2% |
| YTD | +5.7% | +9.8% | -4.2% | +2.5% |
| 1Y | +9.3% | +10.5% | -1.2% | +5.7% |
| 3Y | +158.3% | +57.4% | +100.9% | +114.8% |
| All | +213.9% | +0.7% | +213.2% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling