+326.0%
CAT vs MAR
+165.1%
+160.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -4.2% | +5.9% | +3.8% |
| 30D | -6.6% | -6.7% | +0.1% | -3.5% |
| 3M | -13.3% | -12.5% | -0.8% | -8.2% |
| 6M | +11.6% | +0.6% | +11.0% | +10.2% |
| YTD | +42.9% | +9.1% | +33.8% | +34.9% |
| 1Y | +95.4% | +26.2% | +69.2% | +70.1% |
| 3Y | +196.6% | +68.2% | +128.4% | +122.6% |
| All | +326.0% | +165.1% | +160.9% | +150.9% |
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