+95.4%
CAT vs MTUM
+26.3%
+69.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | -0.3% |
| 7D | +1.7% | +1.7% | 0.0% | -0.2% |
| 30D | -6.6% | -1.7% | -4.9% | -4.7% |
| 3M | -13.3% | -6.3% | -7.0% | -6.5% |
| 6M | +11.6% | +21.8% | -10.2% | -11.3% |
| YTD | +42.9% | +22.0% | +20.9% | +13.1% |
| 1Y | +95.4% | +25.3% | +70.1% | +55.8% |
| All | +95.4% | +26.3% | +69.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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