+712.5%
CAT vs MAR
+540.7%
+171.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -25.0% | +14.0% | -39.0% | -29.3% |
| 3M | -28.7% | +18.1% | -46.8% | -33.9% |
| 6M | -33.0% | +18.6% | -51.6% | -38.4% |
| YTD | +5.4% | +35.3% | -29.8% | -8.8% |
| 1Y | +7.3% | +44.5% | -37.2% | -10.1% |
| 3Y | +166.0% | +120.7% | +45.3% | +84.3% |
| 5Y | +210.1% | +164.1% | +46.0% | +94.9% |
| 10Y | +712.5% | +515.5% | +197.0% | +282.2% |
| All | +712.5% | +540.7% | +171.8% | +282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling