+17,723.7%
CAT vs MTB
+7,521.0%
+10,202.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -10.3% | -1.3% | -9.0% | -9.8% |
| 30D | -31.2% | +0.5% | -31.7% | -31.5% |
| 3M | -34.7% | -12.4% | -22.3% | -30.7% |
| 6M | -39.5% | +1.5% | -41.0% | -40.2% |
| YTD | -1.7% | +10.3% | -12.0% | -6.4% |
| 1Y | -1.1% | +22.2% | -23.3% | -10.3% |
| 3Y | +143.9% | +96.9% | +46.9% | +76.4% |
| 5Y | +194.8% | +64.3% | +130.5% | +123.6% |
| 10Y | +739.8% | +137.8% | +602.0% | +412.9% |
| All | +17,723.7% | +7,521.0% | +10,202.8% | +3,062.0% |
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