+695.3%
CAT vs MPWR
+1,868.4%
-1,173.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +9.3% | +27.9% | -18.6% | +1.3% |
| 30D | -21.5% | +9.7% | -31.2% | -23.9% |
| 3M | -29.1% | +1.7% | -30.8% | -30.0% |
| 6M | -33.4% | -9.2% | -24.1% | -32.6% |
| YTD | +6.6% | +60.5% | -53.9% | -8.4% |
| 1Y | +6.5% | +52.0% | -45.5% | -7.0% |
| 3Y | +162.7% | +193.1% | -30.5% | +78.9% |
| 5Y | +214.2% | +167.3% | +47.0% | +104.5% |
| All | +695.3% | +1,868.4% | -1,173.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling