+336.3%
CAT vs MO
+97.5%
+238.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.2% |
| 7D | +5.6% | -2.0% | +7.6% | +5.8% |
| 30D | -2.3% | -0.3% | -2.1% | -2.3% |
| 3M | -10.0% | -2.9% | -7.1% | -10.2% |
| 6M | +21.2% | +5.8% | +15.5% | +18.6% |
| YTD | +44.4% | +22.0% | +22.4% | +36.9% |
| 1Y | +96.3% | +10.7% | +85.6% | +89.6% |
| 3Y | +203.9% | +94.4% | +109.5% | +139.2% |
| All | +336.3% | +97.5% | +238.9% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling