+688.6%
CAT vs MPWR
+1,791.1%
-1,102.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.3% |
| 7D | +7.4% | +16.8% | -9.4% | +2.3% |
| 30D | -19.7% | +11.9% | -31.5% | -22.6% |
| 3M | -29.6% | +2.2% | -31.8% | -30.6% |
| 6M | -33.2% | -15.5% | -17.7% | -31.0% |
| YTD | +5.7% | +54.2% | -48.5% | -8.1% |
| 1Y | +9.3% | +51.5% | -42.1% | -4.4% |
| 3Y | +158.3% | +180.2% | -21.9% | +78.3% |
| 5Y | +211.6% | +156.8% | +54.8% | +105.2% |
| All | +688.6% | +1,791.1% | -1,102.4% | +117.8% |
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