+8.9%
CAT vs MO
+45.9%
-37.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -4.8% |
| 7D | -17.1% | +6.9% | -24.0% | -15.2% |
| 30D | -30.1% | +14.9% | -45.0% | -27.3% |
| 3M | -32.4% | +16.4% | -48.8% | -29.2% |
| 6M | -32.1% | +9.6% | -41.7% | -29.4% |
| YTD | +4.1% | +41.8% | -37.8% | +6.0% |
| 1Y | +8.9% | +45.3% | -36.4% | +12.2% |
| All | +8.9% | +45.9% | -37.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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