+8.9%
CAT vs MAR
+62.0%
-53.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.3% | -5.8% |
| 7D | -17.1% | +7.7% | -24.8% | -18.8% |
| 30D | -30.1% | +19.4% | -49.5% | -33.6% |
| 3M | -32.4% | +23.3% | -55.7% | -36.4% |
| 6M | -32.1% | +22.8% | -55.0% | -37.1% |
| YTD | +4.1% | +37.8% | -33.7% | -7.6% |
| 1Y | +8.9% | +57.4% | -48.5% | -8.3% |
| All | +8.9% | +62.0% | -53.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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