+674.0%
CAT vs MDY
+171.2%
+502.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.0% |
| 7D | -6.3% | 0.0% | -6.3% | -6.1% |
| 30D | -26.8% | +1.0% | -27.8% | -27.4% |
| 3M | -30.0% | -4.1% | -25.9% | -26.8% |
| 6M | -34.6% | +0.6% | -35.2% | -34.4% |
| YTD | +2.9% | +12.9% | -10.0% | -7.2% |
| 1Y | +3.3% | +14.6% | -11.3% | -8.1% |
| 3Y | +153.7% | +57.1% | +96.6% | +68.1% |
| 5Y | +207.3% | +37.1% | +170.2% | +129.8% |
| 10Y | +674.0% | +171.5% | +502.5% | +221.9% |
| All | +674.0% | +171.2% | +502.9% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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