+1,157.1%
CAT vs MDY
+170.4%
+986.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.7% |
| 30D | -2.6% | -3.9% | +1.2% | +1.4% |
| 3M | -10.7% | 0.0% | -10.6% | -10.1% |
| 6M | +16.1% | +8.5% | +7.6% | +8.2% |
| YTD | +43.2% | +13.2% | +30.0% | +28.5% |
| 1Y | +96.8% | +15.0% | +81.8% | +74.0% |
| 3Y | +201.4% | +49.6% | +151.8% | +108.5% |
| 5Y | +332.7% | +46.0% | +286.7% | +203.2% |
| 10Y | +1,157.1% | +176.4% | +980.8% | +372.9% |
| All | +1,157.1% | +170.4% | +986.7% | +372.9% |
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