+1,157.1%
CAT vs MKC
+26.7%
+1,130.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.9% | -4.3% | +7.3% | +3.8% |
| 30D | -2.6% | -3.1% | +0.5% | -2.2% |
| 3M | -10.7% | +6.8% | -17.5% | -12.6% |
| 6M | +16.1% | -18.3% | +34.5% | +20.9% |
| YTD | +43.2% | -23.1% | +66.3% | +50.8% |
| 1Y | +96.8% | -23.7% | +120.5% | +107.0% |
| 3Y | +201.4% | -31.0% | +232.4% | +222.2% |
| 5Y | +332.7% | -33.5% | +366.2% | +358.5% |
| 10Y | +1,157.1% | +30.3% | +1,126.8% | +1,009.4% |
| All | +1,157.1% | +26.7% | +1,130.4% | +1,009.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling