+725.3%
CAT vs MLM
+185.4%
+539.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.8% |
| 7D | -10.3% | -4.1% | -6.2% | -8.5% |
| 30D | -31.2% | +8.2% | -39.4% | -34.2% |
| 3M | -34.7% | -3.6% | -31.1% | -34.0% |
| 6M | -39.5% | -15.6% | -23.9% | -35.1% |
| YTD | -1.7% | -16.4% | +14.8% | +5.7% |
| 1Y | -1.1% | -14.3% | +13.2% | +5.1% |
| 3Y | +143.9% | +19.3% | +124.5% | +118.4% |
| 5Y | +194.8% | +29.6% | +165.2% | +148.3% |
| All | +725.3% | +185.4% | +539.9% | +348.8% |
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