+8,424.3%
CAT vs MDY
+2,534.4%
+5,889.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.3% |
| 7D | -10.3% | -1.7% | -8.6% | -8.8% |
| 30D | -31.2% | -0.9% | -30.3% | -30.6% |
| 3M | -34.7% | -5.7% | -28.9% | -30.7% |
| 6M | -39.5% | -2.9% | -36.6% | -37.2% |
| YTD | -1.7% | +9.8% | -11.5% | -8.6% |
| 1Y | -1.1% | +13.5% | -14.6% | -10.9% |
| 3Y | +143.9% | +51.9% | +91.9% | +68.4% |
| 5Y | +194.8% | +32.0% | +162.7% | +130.2% |
| 10Y | +739.8% | +176.5% | +563.3% | +229.5% |
| All | +8,424.3% | +2,534.4% | +5,889.9% | +418.6% |
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 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