+143.9%
CAT vs MTB
+95.2%
+48.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | -10.3% | -1.3% | -9.0% | -9.6% |
| 30D | -31.2% | +0.5% | -31.7% | -31.5% |
| 3M | -34.7% | -12.4% | -22.3% | -29.8% |
| 6M | -39.5% | +1.5% | -41.0% | -40.5% |
| YTD | -1.7% | +10.3% | -12.0% | -7.9% |
| 1Y | -1.1% | +22.2% | -23.3% | -12.6% |
| 3Y | +143.9% | +96.9% | +46.9% | +73.9% |
| All | +143.9% | +95.2% | +48.6% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling