+1,126.0%
CAT vs MAR
+411.9%
+714.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.1% |
| 7D | +5.6% | -1.7% | +7.3% | +6.3% |
| 30D | -2.3% | -6.9% | +4.6% | +0.7% |
| 3M | -10.0% | -15.8% | +5.8% | -3.5% |
| 6M | +21.2% | +1.9% | +19.3% | +19.3% |
| YTD | +44.4% | +6.6% | +37.8% | +38.9% |
| 1Y | +96.3% | +23.7% | +72.6% | +75.6% |
| 3Y | +203.9% | +64.6% | +139.3% | +139.1% |
| 5Y | +333.5% | +156.4% | +177.1% | +177.0% |
| 10Y | +1,126.0% | +415.4% | +710.7% | +466.0% |
| All | +1,126.0% | +411.9% | +714.2% | +466.0% |
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