+18,766.1%
CAT vs MOD
+1,673.7%
+17,092.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.4% | +16.2% | -0.1% |
| 7D | -17.1% | -31.3% | +14.2% | -9.7% |
| 30D | -30.1% | -46.1% | +16.0% | -19.5% |
| 3M | -32.4% | -51.1% | +18.8% | -20.7% |
| 6M | -32.1% | -62.1% | +29.9% | -15.9% |
| YTD | +4.1% | -26.2% | +30.3% | +9.4% |
| 1Y | +8.9% | -32.6% | +41.5% | +16.1% |
| 3Y | +155.5% | +133.8% | +21.6% | +89.8% |
| 5Y | +215.5% | +792.8% | -577.2% | +63.5% |
| 10Y | +788.9% | +959.8% | -170.9% | +278.6% |
| All | +18,766.1% | +1,673.7% | +17,092.4% | +5,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling