+166.0%
CAT vs MKC
-20.6%
+186.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +7.1% |
| 7D | -2.4% | -1.9% | -0.5% | -2.5% |
| 30D | -25.0% | +8.0% | -33.0% | -24.7% |
| 3M | -28.7% | -8.6% | -20.1% | -28.8% |
| 6M | -33.0% | +1.1% | -34.0% | -33.1% |
| YTD | +5.4% | -27.7% | +33.1% | +8.6% |
| 1Y | +7.3% | -23.7% | +31.0% | +9.6% |
| 3Y | +166.0% | -19.4% | +185.4% | +166.6% |
| All | +166.0% | -20.6% | +186.6% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling