+3.3%
CAT vs MAR
+47.8%
-44.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.1% |
| 7D | -6.3% | +2.9% | -9.2% | -7.0% |
| 30D | -26.8% | +17.0% | -43.8% | -30.0% |
| 3M | -30.0% | +23.2% | -53.2% | -34.1% |
| 6M | -34.6% | +21.7% | -56.3% | -39.1% |
| YTD | +2.9% | +38.9% | -36.0% | -8.8% |
| 1Y | +3.3% | +48.7% | -45.4% | -10.2% |
| All | +3.3% | +47.8% | -44.6% | -10.2% |
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 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