+11.6%
CAT vs MKC
-21.6%
+33.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.4% |
| 7D | +1.7% | -5.9% | +7.6% | -0.5% |
| 30D | -6.6% | -0.9% | -5.7% | -6.7% |
| 3M | -13.3% | +12.7% | -26.0% | -10.2% |
| 6M | +11.6% | -19.3% | +30.9% | +4.6% |
| All | +11.6% | -21.6% | +33.2% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling