+1,144.3%
CAT vs MTUM
+357.8%
+786.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.6% |
| 7D | +0.6% | +0.7% | -0.1% | 0.0% |
| 30D | -4.3% | -2.4% | -1.9% | -2.3% |
| 3M | -8.6% | -3.6% | -5.0% | -5.4% |
| 6M | +16.1% | +23.7% | -7.5% | -1.2% |
| YTD | +43.8% | +22.9% | +20.9% | +23.2% |
| 1Y | +91.5% | +21.8% | +69.7% | +65.6% |
| 3Y | +202.7% | +114.4% | +88.3% | +68.6% |
| 5Y | +335.1% | +79.6% | +255.6% | +173.6% |
| All | +1,144.3% | +357.8% | +786.5% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling