+688.6%
CAT vs MPC
+1,171.2%
-482.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +7.4% | +11.2% | -3.8% | +3.5% |
| 30D | -19.7% | -14.5% | -5.2% | -15.2% |
| 3M | -29.6% | +16.7% | -46.3% | -33.9% |
| 6M | -33.2% | +67.6% | -100.8% | -45.6% |
| YTD | +5.7% | +157.9% | -152.3% | -27.9% |
| 1Y | +9.3% | +116.7% | -107.3% | -20.5% |
| 3Y | +158.3% | +199.8% | -41.4% | +62.2% |
| 5Y | +211.6% | +604.4% | -392.8% | +39.9% |
| All | +688.6% | +1,171.2% | -482.6% | +190.1% |
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