+201.5%
CAT vs MP
+154.2%
+47.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | -6.6% | +13.8% | -20.4% | -8.4% |
| 3M | -13.3% | -16.7% | +3.4% | -11.8% |
| 6M | +11.6% | -11.5% | +23.1% | +12.0% |
| YTD | +42.9% | +7.9% | +35.0% | +39.6% |
| 1Y | +95.4% | -15.0% | +110.5% | +93.6% |
| All | +201.5% | +154.2% | +47.2% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling