+3,928.5%
CAT vs MAR
+3,116.5%
+812.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | +4.3% | -14.6% | -12.1% |
| 30D | -31.2% | +16.8% | -48.0% | -36.1% |
| 3M | -34.7% | +16.0% | -50.7% | -39.2% |
| 6M | -39.5% | +16.5% | -55.9% | -44.2% |
| YTD | -1.7% | +35.0% | -36.7% | -15.4% |
| 1Y | -1.1% | +49.4% | -50.5% | -19.0% |
| 3Y | +143.9% | +124.1% | +19.8% | +64.9% |
| 5Y | +194.8% | +159.2% | +35.6% | +82.1% |
| 10Y | +739.8% | +553.9% | +185.8% | +210.7% |
| All | +3,928.5% | +3,116.5% | +812.0% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling