+695.3%
CAT vs MO
+152.5%
+542.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +9.3% | +0.4% | +8.9% | +9.2% |
| 30D | -21.5% | +8.9% | -30.4% | -23.9% |
| 3M | -29.1% | +23.0% | -52.1% | -34.3% |
| 6M | -33.4% | +15.0% | -48.3% | -37.6% |
| YTD | +6.6% | +41.7% | -35.1% | -8.4% |
| 1Y | +6.5% | +43.3% | -36.8% | -8.9% |
| 3Y | +162.7% | +143.2% | +19.5% | +72.0% |
| 5Y | +214.2% | +154.7% | +59.5% | +97.9% |
| All | +695.3% | +152.5% | +542.8% | +391.4% |
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