+25,808.1%
CAT vs MDT
+7,952.5%
+17,855.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +1.7% | +3.2% | -1.5% | +0.6% |
| 30D | -6.6% | +9.5% | -16.1% | -9.4% |
| 3M | -13.3% | +16.0% | -29.3% | -18.0% |
| 6M | +11.6% | +0.2% | +11.4% | +10.7% |
| YTD | +42.9% | -0.3% | +43.2% | +41.7% |
| 1Y | +95.4% | +4.7% | +90.7% | +90.1% |
| 3Y | +196.6% | +26.5% | +170.0% | +168.8% |
| 5Y | +321.7% | -18.2% | +339.8% | +336.9% |
| 10Y | +1,140.8% | +40.0% | +1,100.8% | +980.1% |
| All | +25,808.1% | +7,952.5% | +17,855.6% | +9,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling