+8,797.2%
CAT vs MLM
+3,039.4%
+5,757.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.2% | -4.2% |
| 7D | -14.5% | -1.2% | -13.3% | -14.1% |
| 30D | -35.7% | +7.9% | -43.7% | -38.1% |
| 3M | -36.3% | -4.5% | -31.8% | -35.4% |
| 6M | -38.5% | -12.6% | -25.9% | -35.6% |
| YTD | -2.5% | -14.9% | +12.3% | +3.1% |
| 1Y | -1.9% | -13.1% | +11.2% | +2.9% |
| 3Y | +139.2% | +21.2% | +118.0% | +116.5% |
| 5Y | +192.1% | +32.0% | +160.1% | +151.0% |
| 10Y | +732.3% | +195.3% | +536.9% | +384.6% |
| All | +8,797.2% | +3,039.4% | +5,757.8% | +2,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling