+333.5%
CAT vs MXL
+23.2%
+310.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -4.9% | +0.2% |
| 7D | +5.6% | +15.5% | -9.9% | +3.4% |
| 30D | -2.3% | -11.3% | +9.0% | -1.1% |
| 3M | -10.0% | -16.1% | +6.1% | -9.6% |
| 6M | +21.2% | +323.0% | -301.8% | -9.8% |
| YTD | +44.4% | +281.5% | -237.1% | +9.2% |
| 1Y | +96.3% | +319.3% | -223.0% | +45.1% |
| 3Y | +203.9% | +189.4% | +14.5% | +119.1% |
| 5Y | +333.5% | +26.0% | +307.5% | +222.5% |
| All | +333.5% | +23.2% | +310.3% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling