-32.1%
CAT vs MP
-48.0%
+15.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.2% | -3.8% |
| 7D | -17.1% | -12.5% | -4.6% | -14.0% |
| 30D | -30.1% | -23.3% | -6.8% | -25.0% |
| 3M | -32.4% | -24.4% | -8.0% | -28.0% |
| 6M | -32.1% | -45.8% | +13.6% | -23.2% |
| All | -32.1% | -48.0% | +15.8% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling