+5.8%
CAT vs MTB
+23.3%
-17.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +5.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -25.0% | +2.4% | -27.4% | -26.1% |
| 3M | -28.7% | -10.5% | -18.2% | -24.2% |
| 6M | -33.0% | +6.4% | -39.4% | -37.1% |
| YTD | +5.4% | +12.8% | -7.4% | -5.9% |
| All | +5.8% | +23.3% | -17.5% | -7.9% |
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 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