+25,808.1%
CAT vs MTB
+8,294.1%
+17,514.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.7% | 0.0% | +0.9% |
| 30D | -6.6% | -4.2% | -2.4% | -4.7% |
| 3M | -13.3% | +8.9% | -22.2% | -16.9% |
| 6M | +11.6% | +10.9% | +0.7% | +6.3% |
| YTD | +42.9% | +21.5% | +21.5% | +30.4% |
| 1Y | +95.4% | +21.9% | +73.5% | +77.6% |
| 3Y | +196.6% | +109.2% | +87.3% | +108.3% |
| 5Y | +321.7% | +102.0% | +219.7% | +190.7% |
| 10Y | +1,140.8% | +171.9% | +968.9% | +613.9% |
| All | +25,808.1% | +8,294.1% | +17,514.0% | +4,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling