+725.3%
CAT vs MPC
+1,096.9%
-371.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -10.3% | -16.2% | +5.9% | -4.4% |
| 30D | -31.2% | -15.7% | -15.5% | -27.2% |
| 3M | -34.7% | +24.9% | -59.6% | -40.4% |
| 6M | -39.5% | +52.7% | -92.1% | -49.1% |
| YTD | -1.7% | +131.9% | -133.5% | -30.4% |
| 1Y | -1.1% | +96.6% | -97.8% | -25.7% |
| 3Y | +143.9% | +163.8% | -19.9% | +59.9% |
| 5Y | +194.8% | +533.1% | -338.3% | +36.9% |
| All | +725.3% | +1,096.9% | -371.5% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling