+8.9%
CAT vs MTB
+27.0%
-18.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.4% | -5.8% |
| 7D | -17.1% | +2.0% | -19.1% | -18.1% |
| 30D | -30.1% | +2.9% | -33.0% | -31.3% |
| 3M | -32.4% | -10.7% | -21.7% | -27.9% |
| 6M | -32.1% | +6.3% | -38.5% | -36.1% |
| YTD | +4.1% | +13.8% | -9.7% | -7.7% |
| 1Y | +8.9% | +27.7% | -18.8% | -7.8% |
| All | +8.9% | +27.0% | -18.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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