+12,949.3%
CAT vs MLM
+2,961.7%
+9,987.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +3.0% |
| 30D | -6.6% | -6.8% | +0.3% | -3.8% |
| 3M | -13.3% | -11.2% | -2.1% | -9.3% |
| 6M | +11.6% | -21.8% | +33.5% | +23.5% |
| YTD | +42.9% | -17.0% | +59.9% | +53.7% |
| 1Y | +95.4% | -16.4% | +111.8% | +109.3% |
| 3Y | +196.6% | +14.5% | +182.1% | +176.0% |
| 5Y | +321.7% | +41.7% | +279.9% | +253.2% |
| 10Y | +1,140.8% | +200.0% | +940.7% | +620.3% |
| All | +12,949.3% | +2,961.7% | +9,987.6% | +3,375.9% |
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