+333.5%
CAT vs MDY
+47.1%
+286.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.7% |
| 7D | +5.6% | +1.0% | +4.5% | +4.4% |
| 30D | -2.3% | -3.1% | +0.8% | +1.1% |
| 3M | -10.0% | +1.8% | -11.8% | -11.2% |
| 6M | +21.2% | +10.8% | +10.4% | +10.5% |
| YTD | +44.4% | +14.4% | +30.0% | +28.1% |
| 1Y | +96.3% | +15.2% | +81.1% | +73.0% |
| 3Y | +203.9% | +51.2% | +152.7% | +110.6% |
| 5Y | +333.5% | +47.2% | +286.2% | +197.6% |
| All | +333.5% | +47.1% | +286.4% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling