+399.3%
CAT vs MP
+257.7%
+141.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.2% |
| 7D | -10.3% | -10.5% | +0.2% | -8.8% |
| 30D | -31.2% | -23.5% | -7.7% | -28.6% |
| 3M | -34.7% | -25.4% | -9.2% | -32.2% |
| 6M | -39.5% | -51.3% | +11.8% | -33.8% |
| YTD | -1.7% | -29.9% | +28.3% | +1.7% |
| 1Y | -1.1% | -31.8% | +30.7% | +2.2% |
| 3Y | +143.9% | +127.0% | +16.9% | +96.7% |
| 5Y | +194.8% | -3.3% | +198.1% | +159.5% |
| All | +399.3% | +257.7% | +141.6% | +293.5% |
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