-1.1%
CAT vs MP
-37.2%
+36.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.3% |
| 7D | -10.3% | -10.5% | +0.2% | -7.9% |
| 30D | -31.2% | -23.5% | -7.7% | -26.9% |
| 3M | -34.7% | -25.4% | -9.2% | -30.6% |
| 6M | -39.5% | -51.3% | +11.8% | -30.4% |
| YTD | -1.7% | -29.9% | +28.3% | +2.2% |
| 1Y | -1.1% | -31.8% | +30.7% | +3.4% |
| All | -1.1% | -37.2% | +36.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling