+674.0%
CAT vs MKC
+21.5%
+652.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.0% |
| 7D | -6.3% | -2.4% | -3.9% | -6.0% |
| 30D | -26.8% | +5.4% | -32.2% | -27.8% |
| 3M | -30.0% | -11.1% | -18.9% | -28.8% |
| 6M | -34.6% | -1.4% | -33.2% | -35.3% |
| YTD | +2.9% | -29.4% | +32.3% | +9.9% |
| 1Y | +3.3% | -24.7% | +28.0% | +8.2% |
| 3Y | +153.7% | -21.8% | +175.5% | +158.5% |
| 5Y | +207.3% | -36.0% | +243.3% | +224.9% |
| 10Y | +674.0% | +24.9% | +649.1% | +578.6% |
| All | +674.0% | +21.5% | +652.6% | +578.6% |
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