+1,134.9%
CAT vs MPC
+1,131.7%
+3.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +5.4% | -3.7% | -0.3% |
| 30D | -6.6% | +31.0% | -37.5% | -15.5% |
| 3M | -13.3% | +46.0% | -59.3% | -25.1% |
| 6M | +11.6% | +77.3% | -65.7% | -11.4% |
| YTD | +42.9% | +141.9% | -99.0% | +0.4% |
| 1Y | +95.4% | +120.9% | -25.5% | +41.5% |
| 3Y | +196.6% | +182.7% | +13.9% | +90.8% |
| 5Y | +321.7% | +646.4% | -324.8% | +86.2% |
| All | +1,134.9% | +1,131.7% | +3.1% | +345.1% |
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