+210.1%
CAT vs MKC
-32.8%
+242.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +7.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.3% |
| 30D | -25.0% | +8.0% | -33.0% | -25.4% |
| 3M | -28.7% | -8.6% | -20.1% | -28.3% |
| 6M | -33.0% | +1.1% | -34.0% | -33.5% |
| YTD | +5.4% | -27.7% | +33.1% | +9.9% |
| 1Y | +7.3% | -23.7% | +31.0% | +10.6% |
| 3Y | +166.0% | -19.4% | +185.4% | +168.4% |
| 5Y | +210.1% | -33.3% | +243.4% | +233.1% |
| All | +210.1% | -32.8% | +242.9% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling