+1,157.1%
CAT vs MTB
+172.8%
+984.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +2.9% | +1.1% | +1.9% | +2.4% |
| 30D | -2.6% | -4.6% | +2.0% | -0.3% |
| 3M | -10.7% | +6.3% | -16.9% | -13.7% |
| 6M | +16.1% | +15.6% | +0.5% | +7.6% |
| YTD | +43.2% | +20.6% | +22.7% | +29.7% |
| 1Y | +96.8% | +22.5% | +74.3% | +76.4% |
| 3Y | +201.4% | +114.4% | +86.9% | +101.0% |
| 5Y | +332.7% | +101.9% | +230.8% | +183.5% |
| 10Y | +1,157.1% | +170.4% | +986.7% | +563.9% |
| All | +1,157.1% | +172.8% | +984.3% | +563.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling