+213.9%
CAT vs MAR
+181.1%
+32.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.7% |
| 3M | -29.6% | +20.3% | -49.9% | -35.9% |
| 6M | -33.2% | +21.3% | -54.5% | -40.0% |
| YTD | +5.7% | +37.2% | -31.5% | -11.1% |
| 1Y | +9.3% | +48.4% | -39.1% | -11.9% |
| 3Y | +158.3% | +120.1% | +38.2% | +68.8% |
| All | +213.9% | +181.1% | +32.9% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling