+700.3%
CAT vs MPC
+1,145.2%
-444.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +1.7% |
| 7D | +1.7% | +2.6% | -0.8% | +0.9% |
| 30D | -24.6% | -12.2% | -12.4% | -21.2% |
| 3M | -28.5% | +20.1% | -48.6% | -33.6% |
| 6M | -34.8% | +60.6% | -95.4% | -46.1% |
| YTD | +5.9% | +150.6% | -144.7% | -27.0% |
| 1Y | +6.8% | +104.7% | -97.8% | -20.6% |
| 3Y | +161.1% | +194.5% | -33.4% | +64.9% |
| 5Y | +213.4% | +582.3% | -368.9% | +42.3% |
| 10Y | +700.3% | +1,135.3% | -434.9% | +197.9% |
| All | +700.3% | +1,145.2% | -444.8% | +197.9% |
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