+158.3%
CAT vs MAR
+120.6%
+37.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +7.4% | +1.6% | +5.8% | +6.6% |
| 30D | -19.7% | +13.8% | -33.5% | -24.8% |
| 3M | -29.6% | +20.3% | -49.9% | -36.0% |
| 6M | -33.2% | +21.3% | -54.5% | -40.3% |
| YTD | +5.7% | +37.2% | -31.5% | -12.4% |
| 1Y | +9.3% | +48.4% | -39.1% | -13.8% |
| 3Y | +158.3% | +120.1% | +38.2% | +64.4% |
| All | +158.3% | +120.6% | +37.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling