+158.3%
CAT vs MGY
+23.9%
+134.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +7.4% | +4.5% | +2.9% | +6.2% |
| 30D | -19.7% | -0.4% | -19.3% | -19.7% |
| 3M | -29.6% | -4.3% | -25.3% | -29.2% |
| 6M | -33.2% | -12.9% | -20.3% | -31.2% |
| YTD | +5.7% | +15.2% | -9.5% | -4.9% |
| 1Y | +9.3% | +10.3% | -1.0% | +0.1% |
| 3Y | +158.3% | +23.6% | +134.7% | +119.2% |
| All | +158.3% | +23.9% | +134.4% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling