+326.0%
CAT vs MKC
-33.7%
+359.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | -5.9% | +7.6% | +2.2% |
| 30D | -6.6% | -0.9% | -5.7% | -6.6% |
| 3M | -13.3% | +12.7% | -26.0% | -14.8% |
| 6M | +11.6% | -19.3% | +30.9% | +15.3% |
| YTD | +42.9% | -22.2% | +65.1% | +48.3% |
| 1Y | +95.4% | -23.3% | +118.8% | +103.1% |
| 3Y | +196.6% | -30.0% | +226.6% | +212.2% |
| All | +326.0% | -33.7% | +359.7% | +340.1% |
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