+8.9%
CAT vs MXL
+276.5%
-267.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +5.9% | -3.8% |
| 7D | -17.1% | -24.3% | +7.2% | -14.1% |
| 30D | -30.1% | -46.1% | +16.0% | -24.9% |
| 3M | -32.4% | -21.8% | -10.6% | -30.9% |
| 6M | -32.1% | -27.2% | -4.9% | -30.5% |
| YTD | +4.1% | +226.2% | -222.1% | -22.5% |
| 1Y | +8.9% | +297.0% | -288.1% | -24.2% |
| All | +8.9% | +276.5% | -267.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling