+428.5%
CAT vs MP
+262.7%
+165.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.2% | -4.5% |
| 7D | -17.1% | -12.5% | -4.6% | -15.5% |
| 30D | -30.1% | -23.3% | -6.8% | -27.5% |
| 3M | -32.4% | -24.4% | -8.0% | -30.0% |
| 6M | -32.1% | -45.8% | +13.6% | -26.8% |
| YTD | +4.1% | -28.9% | +33.0% | +7.4% |
| 1Y | +8.9% | -34.6% | +43.5% | +13.0% |
| 3Y | +155.5% | +118.7% | +36.8% | +107.1% |
| 5Y | +215.5% | -3.1% | +218.6% | +177.4% |
| All | +428.5% | +262.7% | +165.7% | +315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling