+8.9%
CAT vs MPC
+122.9%
-114.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.1% | +2.9% | -5.0% |
| 7D | -17.1% | -10.9% | -6.2% | -16.9% |
| 30D | -30.1% | -9.4% | -20.7% | -30.0% |
| 3M | -32.4% | +26.0% | -58.3% | -32.6% |
| 6M | -32.1% | +56.5% | -88.6% | -32.6% |
| YTD | +4.1% | +144.3% | -140.2% | -5.2% |
| 1Y | +8.9% | +117.2% | -108.3% | +0.3% |
| All | +8.9% | +122.9% | -114.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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