+18,551.4%
CAT vs MO
+17,245.6%
+1,305.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -26.8% | +6.5% | -33.3% | -28.4% |
| 3M | -30.0% | +18.3% | -48.4% | -33.8% |
| 6M | -34.6% | +15.6% | -50.1% | -38.2% |
| YTD | +2.9% | +38.8% | -35.9% | -8.2% |
| 1Y | +3.3% | +41.6% | -38.3% | -8.5% |
| 3Y | +153.7% | +138.2% | +15.4% | +88.5% |
| 5Y | +207.3% | +150.5% | +56.8% | +123.5% |
| 10Y | +674.0% | +146.1% | +527.9% | +453.1% |
| All | +18,551.4% | +17,245.6% | +1,305.7% | +4,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling