+5.9%
CAT vs MPC
+105.2%
-99.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.7% |
| 7D | +1.7% | +2.6% | -0.8% | +1.5% |
| 30D | -24.6% | -12.2% | -12.4% | -24.6% |
| 3M | -28.5% | +20.1% | -48.6% | -28.9% |
| 6M | -34.8% | +60.6% | -95.4% | -35.3% |
| YTD | +5.9% | +150.6% | -144.7% | -4.2% |
| All | +5.9% | +105.2% | -99.3% | -3.4% |
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