+1,157.1%
CAT vs MO
+103.2%
+1,053.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.9% | -2.4% | +5.3% | +3.8% |
| 30D | -2.6% | +3.6% | -6.2% | -4.0% |
| 3M | -10.7% | -3.7% | -7.0% | -10.6% |
| 6M | +16.1% | +4.5% | +11.6% | +12.4% |
| YTD | +43.2% | +21.5% | +21.7% | +30.5% |
| 1Y | +96.8% | +9.5% | +87.3% | +85.7% |
| 3Y | +201.4% | +93.6% | +107.8% | +117.4% |
| 5Y | +332.7% | +97.5% | +235.2% | +204.5% |
| 10Y | +1,157.1% | +111.2% | +1,046.0% | +719.2% |
| All | +1,157.1% | +103.2% | +1,053.9% | +719.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling