+835.5%
CAT vs MGY
+199.8%
+635.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +1.7% | +2.1% | -0.4% | +1.0% |
| 30D | -6.6% | +13.8% | -20.4% | -10.2% |
| 3M | -13.3% | -4.3% | -9.0% | -12.9% |
| 6M | +11.6% | -5.1% | +16.7% | +11.3% |
| YTD | +42.9% | +24.8% | +18.2% | +30.9% |
| 1Y | +95.4% | +11.8% | +83.6% | +84.2% |
| 3Y | +196.6% | +23.5% | +173.1% | +167.6% |
| 5Y | +321.7% | +87.5% | +234.2% | +224.5% |
| All | +835.5% | +199.8% | +635.7% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling