+183.3%
CAT vs MOD
+748.9%
-565.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.7% |
| 7D | -10.3% | -25.5% | +15.3% | -3.4% |
| 30D | -31.2% | -49.0% | +17.8% | -18.0% |
| 3M | -34.7% | -49.8% | +15.2% | -22.2% |
| 6M | -39.5% | -64.8% | +25.3% | -21.4% |
| YTD | -1.7% | -27.6% | +26.0% | +6.3% |
| 1Y | -1.1% | -35.2% | +34.1% | +9.0% |
| 3Y | +143.9% | +137.1% | +6.7% | +80.2% |
| All | +183.3% | +748.9% | -565.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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