-32.1%
CAT vs MOD
-63.3%
+31.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.4% | +16.2% | +3.1% |
| 7D | -17.1% | -31.3% | +14.2% | -4.5% |
| 30D | -30.1% | -46.1% | +16.0% | -11.5% |
| 3M | -32.4% | -51.1% | +18.8% | -11.6% |
| 6M | -32.1% | -62.1% | +29.9% | -0.5% |
| All | -32.1% | -63.3% | +31.2% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling