+326.0%
CAT vs MLM
+41.9%
+284.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +3.3% |
| 30D | -6.6% | -6.8% | +0.3% | -3.2% |
| 3M | -13.3% | -11.2% | -2.1% | -8.5% |
| 6M | +11.6% | -21.8% | +33.5% | +26.3% |
| YTD | +42.9% | -17.0% | +59.9% | +55.8% |
| 1Y | +95.4% | -16.4% | +111.8% | +111.9% |
| 3Y | +196.6% | +14.5% | +182.1% | +168.8% |
| All | +326.0% | +41.9% | +284.1% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling