+394.8%
CAT vs MP
+240.8%
+154.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.3% | -5.5% |
| 7D | -14.5% | -19.0% | +4.5% | -11.9% |
| 30D | -35.7% | -30.5% | -5.3% | -32.4% |
| 3M | -36.3% | -29.6% | -6.7% | -33.3% |
| 6M | -38.5% | -50.4% | +11.9% | -32.9% |
| YTD | -2.5% | -33.2% | +30.7% | +1.5% |
| 1Y | -1.9% | -38.6% | +36.7% | +2.8% |
| 3Y | +139.2% | +105.5% | +33.7% | +95.7% |
| 5Y | +192.1% | -7.8% | +200.0% | +159.0% |
| All | +394.8% | +240.8% | +154.0% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling