+625.7%
CAT vs MP
+450.8%
+174.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 6M | +11.6% | -11.5% | +23.1% | +12.2% |
| YTD | +42.9% | +7.9% | +35.0% | +39.4% |
| 1Y | +95.4% | -15.0% | +110.5% | +93.8% |
| 3Y | +196.6% | +153.5% | +43.1% | +135.8% |
| 5Y | +321.7% | +58.7% | +263.0% | +247.9% |
| All | +625.7% | +450.8% | +174.9% | +439.5% |
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 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