+95.4%
CAT vs MKC
-23.4%
+118.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | +1.7% | -5.9% | +7.6% | +0.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.7% |
| 3M | -13.3% | +12.7% | -26.0% | -10.9% |
| 6M | +11.6% | -19.3% | +30.9% | +11.3% |
| YTD | +42.9% | -22.2% | +65.1% | +41.6% |
| 1Y | +95.4% | -23.3% | +118.8% | +97.0% |
| All | +95.4% | -23.4% | +118.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling