+1,079.4%
CAT vs MPC
+2,977.1%
-1,897.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +5.4% | -3.7% | -0.2% |
| 30D | -6.6% | +31.0% | -37.5% | -15.1% |
| 3M | -13.3% | +46.0% | -59.3% | -24.6% |
| 6M | +11.6% | +77.3% | -65.7% | -10.3% |
| YTD | +42.9% | +141.9% | -99.0% | +2.5% |
| 1Y | +95.4% | +120.9% | -25.5% | +44.1% |
| 3Y | +196.6% | +182.7% | +13.9% | +96.2% |
| 5Y | +321.7% | +646.4% | -324.8% | +96.4% |
| 10Y | +1,140.8% | +1,138.7% | +2.1% | +351.5% |
| All | +1,079.4% | +2,977.1% | -1,897.7% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling