+688.6%
CAT vs MDY
+165.3%
+523.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +7.4% | +2.3% | +5.2% | +5.2% |
| 30D | -19.7% | +2.0% | -21.7% | -21.2% |
| 3M | -29.6% | -5.6% | -24.0% | -25.1% |
| 6M | -33.2% | +1.3% | -34.5% | -33.4% |
| YTD | +5.7% | +12.3% | -6.7% | -4.2% |
| 1Y | +9.3% | +15.8% | -6.4% | -3.7% |
| 3Y | +158.3% | +56.5% | +101.8% | +71.8% |
| 5Y | +211.6% | +35.1% | +176.4% | +136.3% |
| All | +688.6% | +165.3% | +523.3% | +233.5% |
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