+9.3%
CAT vs MDY
+14.2%
-4.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +7.4% | +2.3% | +5.2% | +3.5% |
| 30D | -19.7% | +2.0% | -21.7% | -22.5% |
| 3M | -29.6% | -5.6% | -24.0% | -21.8% |
| 6M | -33.2% | +1.3% | -34.5% | -33.7% |
| YTD | +5.7% | +12.3% | -6.7% | -9.0% |
| 1Y | +9.3% | +15.8% | -6.4% | -8.6% |
| All | +9.3% | +14.2% | -4.8% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling