+166.0%
CAT vs MPC
+187.3%
-21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.6% | +5.9% |
| 7D | -2.4% | -9.4% | +7.0% | +0.2% |
| 30D | -25.0% | -14.3% | -10.7% | -22.1% |
| 3M | -28.7% | +31.1% | -59.8% | -34.7% |
| 6M | -33.0% | +60.3% | -93.3% | -42.8% |
| YTD | +5.4% | +142.5% | -137.1% | -24.5% |
| 1Y | +7.3% | +104.6% | -97.3% | -17.9% |
| 3Y | +166.0% | +191.7% | -25.7% | +73.5% |
| All | +166.0% | +187.3% | -21.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling