+213.9%
CAT vs MXL
-19.3%
+233.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | 0.0% |
| 7D | +7.4% | +13.4% | -6.0% | +5.4% |
| 30D | -19.7% | -29.2% | +9.6% | -16.2% |
| 3M | -29.6% | -27.2% | -2.4% | -27.5% |
| 6M | -33.2% | -36.4% | +3.2% | -31.3% |
| YTD | +5.7% | +220.0% | -214.4% | -18.7% |
| 1Y | +9.3% | +304.8% | -295.4% | -19.2% |
| 3Y | +158.3% | +238.5% | -80.1% | +80.0% |
| All | +213.9% | -19.3% | +233.2% | +149.6% |
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