+1,123.7%
CAT vs MXL
+284.4%
+839.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.8% |
| 7D | +0.6% | +16.6% | -16.0% | -2.0% |
| 30D | -4.5% | +0.5% | -5.0% | -5.1% |
| 3M | -5.8% | -3.6% | -2.2% | -7.6% |
| 6M | +12.7% | +328.0% | -315.3% | -21.1% |
| YTD | +41.4% | +297.8% | -256.4% | +0.2% |
| 1Y | +92.1% | +339.4% | -247.4% | +32.5% |
| 3Y | +197.5% | +201.7% | -4.3% | +99.4% |
| 5Y | +327.9% | +32.8% | +295.2% | +217.8% |
| All | +1,123.7% | +284.4% | +839.3% | +515.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling