+3.3%
CAT vs MPC
+104.9%
-101.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | -8.8% | +2.5% | -6.1% |
| 30D | -26.8% | -14.4% | -12.4% | -26.7% |
| 3M | -30.0% | +21.9% | -52.0% | -30.2% |
| 6M | -34.6% | +60.1% | -94.7% | -35.0% |
| YTD | +2.9% | +142.3% | -139.4% | -5.8% |
| 1Y | +3.3% | +101.7% | -98.4% | -5.3% |
| All | +3.3% | +104.9% | -101.6% | -5.3% |
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