+141.7%
CAT vs MPC
+163.4%
-21.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.3% |
| 7D | -14.5% | -12.8% | -1.7% | -11.3% |
| 30D | -35.7% | -12.7% | -23.0% | -33.6% |
| 3M | -36.3% | +27.1% | -63.4% | -41.2% |
| 6M | -38.5% | +45.8% | -84.3% | -46.0% |
| YTD | -2.5% | +134.7% | -137.2% | -29.6% |
| 1Y | -1.9% | +106.0% | -107.9% | -25.6% |
| All | +141.7% | +163.4% | -21.7% | +61.2% |
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