+5.9%
CAT vs MO
+41.5%
-35.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +3.3% |
| 7D | +1.7% | -0.8% | +2.5% | +1.5% |
| 30D | -24.6% | +8.0% | -32.6% | -22.7% |
| 3M | -28.5% | +20.9% | -49.4% | -25.0% |
| 6M | -34.8% | +16.3% | -51.1% | -33.4% |
| YTD | +5.9% | +40.7% | -34.8% | +5.7% |
| All | +5.9% | +41.5% | -35.6% | +5.7% |
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