+1,134.9%
CAT vs MLM
+199.9%
+935.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +3.2% |
| 30D | -6.6% | -6.8% | +0.3% | -3.4% |
| 3M | -13.3% | -11.2% | -2.1% | -8.8% |
| 6M | +11.6% | -21.8% | +33.5% | +25.2% |
| YTD | +42.9% | -17.0% | +59.9% | +55.1% |
| 1Y | +95.4% | -16.4% | +111.8% | +111.0% |
| 3Y | +196.6% | +14.5% | +182.1% | +172.3% |
| 5Y | +321.7% | +41.7% | +279.9% | +242.7% |
| All | +1,134.9% | +199.9% | +935.0% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling