+18,551.4%
CAT vs MKC
+3,052.1%
+15,499.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.8% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -26.8% | +5.4% | -32.2% | -28.1% |
| 3M | -30.0% | -11.1% | -18.9% | -28.4% |
| 6M | -34.6% | -1.4% | -33.2% | -35.4% |
| YTD | +2.9% | -29.4% | +32.3% | +10.3% |
| 1Y | +3.3% | -24.7% | +28.0% | +8.7% |
| 3Y | +153.7% | -21.8% | +175.5% | +160.3% |
| 5Y | +207.3% | -36.0% | +243.3% | +228.3% |
| 10Y | +674.0% | +24.9% | +649.1% | +569.4% |
| All | +18,551.4% | +3,052.1% | +15,499.3% | +7,986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling