+12,290.7%
CAT vs MDY
+2,662.7%
+9,628.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | -1.5% | -5.1% | -5.1% |
| 3M | -13.3% | +0.8% | -14.1% | -13.4% |
| 6M | +11.6% | +7.4% | +4.2% | +5.4% |
| YTD | +42.9% | +15.2% | +27.8% | +26.8% |
| 1Y | +95.4% | +16.5% | +78.9% | +71.5% |
| 3Y | +196.6% | +46.8% | +149.8% | +111.2% |
| 5Y | +321.7% | +46.0% | +275.6% | +199.0% |
| 10Y | +1,140.8% | +172.1% | +968.7% | +393.1% |
| All | +12,290.7% | +2,662.7% | +9,628.0% | +619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling