+192.1%
CAT vs MPC
+551.6%
-359.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.0% |
| 7D | -14.5% | -12.8% | -1.7% | -10.3% |
| 30D | -35.7% | -12.7% | -23.0% | -33.0% |
| 3M | -36.3% | +27.1% | -63.4% | -42.4% |
| 6M | -38.5% | +45.8% | -84.3% | -47.7% |
| YTD | -2.5% | +134.7% | -137.2% | -33.3% |
| 1Y | -1.9% | +106.0% | -107.9% | -29.2% |
| 3Y | +139.2% | +165.5% | -26.3% | +48.6% |
| 5Y | +192.1% | +540.9% | -348.8% | +15.0% |
| All | +192.1% | +551.6% | -359.4% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling